-25.9%
STRL vs BR
-14.2%
-11.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.0% | -24.5% | -17.8% |
| 7D | -27.1% | +7.0% | -34.0% | -20.1% |
| 30D | -45.8% | +19.0% | -64.8% | -32.3% |
| 3M | -47.6% | +13.1% | -60.7% | -37.3% |
| 6M | -46.4% | +24.6% | -71.1% | -24.3% |
| YTD | -7.4% | -13.6% | +6.2% | -3.0% |
| 1Y | -25.9% | -13.1% | -12.7% | -19.1% |
| All | -25.9% | -14.2% | -11.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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