-25.9%
STRL vs AU
+42.5%
-68.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +8.0% | -29.4% | -25.0% |
| 7D | -27.1% | +0.8% | -27.8% | -27.9% |
| 30D | -45.8% | -7.0% | -38.8% | -44.2% |
| 3M | -47.6% | +8.5% | -56.2% | -51.3% |
| 6M | -46.4% | -1.3% | -45.2% | -48.0% |
| YTD | -7.4% | +6.8% | -14.1% | -17.8% |
| 1Y | -25.9% | +44.6% | -70.5% | -48.0% |
| All | -25.9% | +42.5% | -68.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling