+340.6%
STRL vs AUR
+130.1%
+210.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.2% | -2.3% |
| 7D | +15.7% | -4.5% | +20.2% | +17.0% |
| 30D | -35.5% | -16.6% | -18.8% | -32.6% |
| 3M | -47.1% | -38.5% | -8.7% | -41.2% |
| 6M | -65.8% | -49.9% | -15.9% | -60.5% |
| YTD | -4.5% | +9.6% | -14.2% | -6.5% |
| 1Y | -10.5% | +1.2% | -11.7% | -11.1% |
| 3Y | +340.6% | +128.8% | +211.8% | +258.7% |
| All | +340.6% | +130.1% | +210.6% | +258.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling