-20.3%
STRL vs BEN
+68.9%
-89.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +7.1% | +7.2% | -0.1% | +1.8% |
| 30D | -39.4% | +14.1% | -53.5% | -45.4% |
| 3M | -43.0% | +9.9% | -52.9% | -47.1% |
| 6M | -65.0% | +17.4% | -82.4% | -69.3% |
| YTD | -0.8% | +57.3% | -58.1% | -31.3% |
| 1Y | -20.3% | +66.9% | -87.2% | -49.5% |
| All | -20.3% | +68.9% | -89.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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