+335.0%
STRL vs ARWR
+81.3%
+253.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -19.8% | -17.7% | -2.1% | -17.5% |
| 30D | -43.6% | -21.9% | -21.6% | -41.3% |
| 3M | -45.2% | -44.5% | -0.7% | -39.2% |
| 6M | -65.7% | -32.6% | -33.1% | -63.5% |
| YTD | -5.4% | -26.2% | +20.8% | -1.7% |
| 1Y | -24.7% | +23.0% | -47.6% | -29.5% |
| 3Y | +335.0% | +81.8% | +253.3% | +252.2% |
| All | +335.0% | +81.3% | +253.8% | +252.2% |
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