+12,931.5%
STRL vs ARWR
-98.0%
+13,029.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -6.8% | -7.1% | -13.8% |
| 7D | -34.6% | -5.0% | -29.6% | -34.6% |
| 30D | -56.7% | -6.6% | -50.0% | -56.6% |
| 3M | -54.4% | -33.9% | -20.5% | -54.4% |
| 6M | -69.7% | -23.3% | -46.4% | -69.7% |
| YTD | -20.2% | -13.5% | -6.8% | -20.2% |
| 1Y | -40.6% | +42.5% | -83.1% | -40.6% |
| 3Y | +221.7% | +104.1% | +117.5% | +221.0% |
| 5Y | +799.0% | -28.8% | +827.8% | +797.2% |
| 10Y | +3,451.5% | +911.6% | +2,539.8% | +3,460.8% |
| All | +12,931.5% | -98.0% | +13,029.5% | +20,180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling