+504.0%
STRL vs COMP
+215.9%
+288.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.2% | +5.6% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | -9.2% | -13.3% | +4.1% | -6.9% |
| 3M | -51.0% | +41.1% | -92.2% | -54.9% |
| 6M | +15.8% | +17.2% | -1.4% | +8.7% |
| YTD | +58.9% | +5.2% | +53.7% | +51.0% |
| 1Y | +68.5% | +18.9% | +49.6% | +55.7% |
| All | +504.0% | +215.9% | +288.1% | +357.1% |
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