+68.5%
STRL vs BR
-29.1%
+97.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.1% | +2.1% |
| 7D | +3.4% | -5.3% | +8.7% | -2.3% |
| 30D | -9.2% | +6.4% | -15.7% | -2.2% |
| 3M | -51.0% | +13.6% | -64.7% | -40.9% |
| 6M | +15.8% | -6.7% | +22.5% | +23.4% |
| YTD | +58.9% | -21.1% | +80.0% | +52.9% |
| 1Y | +68.5% | -29.6% | +98.1% | +73.7% |
| All | +68.5% | -29.1% | +97.6% | +73.7% |
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