+346.8%
STRL vs CAPR
+242.0%
+104.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +9.4% | +5.5% | +14.9% |
| 7D | -13.3% | +36.0% | -49.4% | -13.6% |
| 30D | -43.3% | +25.8% | -69.1% | -43.5% |
| 3M | -46.9% | +140.8% | -187.7% | -47.3% |
| 6M | -65.6% | -67.6% | +2.0% | -65.5% |
| YTD | -5.1% | -65.9% | +60.8% | -4.9% |
| 1Y | -23.1% | +66.1% | -89.2% | -24.5% |
| 3Y | +346.8% | +256.9% | +90.0% | +220.2% |
| All | +346.8% | +242.0% | +104.8% | +220.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling