+239.2%
STRL vs ARWR
+105.6%
+133.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | -26.9% | -2.9% | -24.0% | -26.5% |
| 30D | -52.7% | -5.4% | -47.3% | -52.2% |
| 3M | -52.8% | -32.2% | -20.6% | -49.3% |
| 6M | -71.5% | -26.5% | -45.0% | -70.0% |
| YTD | -17.4% | -12.4% | -5.0% | -16.2% |
| 1Y | -35.0% | +46.9% | -81.8% | -40.5% |
| 3Y | +239.2% | +116.0% | +123.3% | +169.6% |
| All | +239.2% | +105.6% | +133.6% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling