+239.2%
STRL vs CAPR
+214.7%
+24.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +3.4% |
| 7D | -26.9% | +41.1% | -68.0% | -27.1% |
| 30D | -52.7% | +11.1% | -63.8% | -52.7% |
| 3M | -52.8% | +115.3% | -168.2% | -53.2% |
| 6M | -71.5% | -73.8% | +2.3% | -71.4% |
| YTD | -17.4% | -68.8% | +51.4% | -17.2% |
| 1Y | -35.0% | +43.3% | -78.3% | -35.9% |
| 3Y | +239.2% | +214.7% | +24.5% | +138.3% |
| All | +239.2% | +214.7% | +24.5% | +138.3% |
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