+227.8%
STRL vs COMP
+309.8%
-81.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -8.2% | -5.7% | -12.4% |
| 7D | -34.6% | -1.8% | -32.8% | -34.5% |
| 30D | -56.7% | -0.8% | -55.9% | -56.9% |
| 3M | -54.4% | -28.1% | -26.3% | -51.9% |
| 6M | -69.7% | +27.0% | -96.7% | -72.0% |
| YTD | -20.2% | -12.8% | -7.4% | -22.0% |
| 1Y | -40.6% | +4.9% | -45.5% | -43.7% |
| All | +227.8% | +309.8% | -81.9% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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