-25.9%
STRL vs AUR
-17.4%
-8.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.4% | -17.0% | -19.6% |
| 7D | -27.1% | -19.8% | -7.2% | -20.1% |
| 30D | -45.8% | -29.0% | -16.8% | -37.8% |
| 3M | -47.6% | -43.6% | -4.1% | -34.7% |
| 6M | -46.4% | -36.6% | -9.8% | -37.5% |
| YTD | -7.4% | +6.3% | -13.6% | -13.2% |
| 1Y | -25.9% | -9.0% | -16.8% | -26.2% |
| All | -25.9% | -17.4% | -8.4% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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