+227.8%
STRL vs AR
+20.9%
+206.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.8% | -11.1% | -13.0% |
| 7D | -34.6% | -11.7% | -22.9% | -31.9% |
| 30D | -56.7% | +1.8% | -58.5% | -56.7% |
| 3M | -54.4% | +6.0% | -60.4% | -55.4% |
| 6M | -69.7% | -7.0% | -62.7% | -69.3% |
| YTD | -20.2% | +5.6% | -25.8% | -24.5% |
| 1Y | -40.6% | +10.8% | -51.4% | -45.2% |
| All | +227.8% | +20.9% | +206.9% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling