-25.9%
STRL vs ARWR
+59.7%
-85.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.6% | -25.0% | -22.2% |
| 7D | -27.1% | +2.4% | -29.4% | -27.6% |
| 30D | -45.8% | -1.1% | -44.7% | -45.8% |
| 3M | -47.6% | -31.2% | -16.4% | -43.1% |
| 6M | -46.4% | -19.3% | -27.1% | -44.4% |
| YTD | -7.4% | -7.1% | -0.2% | -7.1% |
| 1Y | -25.9% | +62.9% | -88.7% | -34.1% |
| All | -25.9% | +59.7% | -85.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling