+504.0%
STRL vs AR
+40.7%
+463.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.0% |
| 7D | +3.4% | +2.5% | +0.9% | +2.6% |
| 30D | -9.2% | +14.8% | -24.0% | -13.2% |
| 3M | -51.0% | +6.2% | -57.3% | -52.1% |
| 6M | +15.8% | +4.3% | +11.5% | +12.1% |
| YTD | +58.9% | +14.4% | +44.5% | +47.2% |
| 1Y | +68.5% | +21.3% | +47.2% | +50.9% |
| All | +504.0% | +40.7% | +463.3% | +438.0% |
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