-24.7%
STRL vs CAPR
+47.8%
-72.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.9% | +9.6% | -0.4% |
| 7D | -19.8% | +7.6% | -27.5% | -19.8% |
| 30D | -43.6% | +13.3% | -56.8% | -43.6% |
| 3M | -45.2% | +130.4% | -175.6% | -45.1% |
| 6M | -65.7% | -70.8% | +5.1% | -65.8% |
| YTD | -5.4% | -69.3% | +63.8% | -5.5% |
| 1Y | -24.7% | +59.5% | -84.2% | -23.5% |
| All | -24.7% | +47.8% | -72.5% | -23.5% |
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