+520.8%
STRL vs AS
+120.4%
+400.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +4.5% |
| 7D | +3.4% | -4.9% | +8.3% | +5.2% |
| 30D | -9.2% | -19.6% | +10.4% | -2.4% |
| 3M | -51.0% | -14.4% | -36.7% | -49.0% |
| 6M | +15.8% | -20.1% | +35.9% | +23.7% |
| YTD | +58.9% | -20.9% | +79.8% | +69.1% |
| 1Y | +68.5% | -21.9% | +90.4% | +79.6% |
| All | +520.8% | +120.4% | +400.5% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling