+262.0%
STRL vs AS
+139.2%
+122.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.1% | -26.6% | -23.1% |
| 7D | -27.1% | +13.8% | -40.8% | -30.7% |
| 30D | -45.8% | +16.7% | -62.5% | -48.9% |
| 3M | -47.6% | -11.5% | -36.1% | -45.9% |
| 6M | -46.4% | -5.5% | -40.9% | -46.3% |
| YTD | -7.4% | -14.2% | +6.8% | -4.8% |
| 1Y | -25.9% | +2.1% | -27.9% | -27.7% |
| All | +262.0% | +139.2% | +122.8% | +188.2% |
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