+211.8%
STRL vs AS
+133.7%
+78.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.3% | -11.6% | -13.1% |
| 7D | -34.6% | +7.1% | -41.7% | -36.4% |
| 30D | -56.7% | +12.8% | -69.5% | -58.6% |
| 3M | -54.4% | -14.7% | -39.7% | -52.3% |
| 6M | -69.7% | -9.9% | -59.7% | -69.2% |
| YTD | -20.2% | -16.1% | -4.1% | -17.3% |
| 1Y | -40.6% | +0.2% | -40.7% | -41.6% |
| All | +211.8% | +133.7% | +78.1% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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