+61.6%
STRL vs AU
+72.0%
-10.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.2% |
| 7D | +5.0% | -4.3% | +9.3% | +7.1% |
| 30D | -6.9% | +7.3% | -14.2% | -11.1% |
| 3M | -39.1% | +26.3% | -65.4% | -47.2% |
| 6M | +21.5% | +1.8% | +19.7% | +15.9% |
| YTD | +66.9% | +26.8% | +40.1% | +41.3% |
| 1Y | +61.6% | +66.7% | -5.0% | +15.2% |
| All | +61.6% | +72.0% | -10.3% | +15.2% |
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