-20.3%
STRL vs ARWR
+25.1%
-45.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | +7.1% | -19.9% | +27.1% | +11.1% |
| 30D | -39.4% | -18.7% | -20.7% | -37.5% |
| 3M | -43.0% | -44.7% | +1.7% | -36.0% |
| 6M | -65.0% | -36.5% | -28.5% | -62.3% |
| YTD | -0.8% | -25.7% | +24.9% | +3.3% |
| 1Y | -20.3% | +18.9% | -39.2% | -21.8% |
| All | -20.3% | +25.1% | -45.4% | -21.8% |
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