-10.5%
STRL vs ARWR
+17.3%
-27.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | +15.7% | -17.8% | +33.5% | +18.6% |
| 30D | -35.5% | -18.1% | -17.3% | -33.7% |
| 3M | -47.1% | -44.2% | -3.0% | -41.0% |
| 6M | -65.8% | -38.6% | -27.1% | -62.9% |
| YTD | -4.5% | -28.0% | +23.5% | +0.1% |
| 1Y | -10.5% | +16.1% | -26.6% | -10.8% |
| All | -10.5% | +17.3% | -27.8% | -10.8% |
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