-69.7%
STRL vs CAPR
-74.5%
+4.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.6% | -10.3% | -13.7% |
| 7D | -34.6% | +29.7% | -64.3% | -35.4% |
| 30D | -56.7% | +11.0% | -67.6% | -56.9% |
| 3M | -54.4% | +118.8% | -173.2% | -56.1% |
| 6M | -69.7% | -73.9% | +4.2% | -58.8% |
| All | -69.7% | -74.5% | +4.8% | -58.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling