-10.5%
STRL vs CAPR
+63.5%
-73.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.9% | -3.0% |
| 7D | +15.7% | +5.9% | +9.8% | +15.6% |
| 30D | -35.5% | +44.6% | -80.1% | -35.4% |
| 3M | -47.1% | +126.4% | -173.5% | -47.0% |
| 6M | -65.8% | -68.6% | +2.8% | -65.8% |
| YTD | -4.5% | -67.0% | +62.5% | -4.6% |
| 1Y | -10.5% | +65.2% | -75.6% | -8.4% |
| All | -10.5% | +63.5% | -73.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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