+357.9%
STRL vs COMP
+426.2%
-68.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.4% |
| 7D | +7.1% | +2.2% | +4.9% | +6.9% |
| 30D | -39.4% | +16.3% | -55.7% | -41.4% |
| 3M | -43.0% | -19.1% | -23.8% | -41.1% |
| 6M | -65.0% | +17.1% | -82.1% | -66.9% |
| YTD | -0.8% | -2.9% | +2.2% | -4.8% |
| 1Y | -20.3% | +8.8% | -29.1% | -25.0% |
| All | +357.9% | +426.2% | -68.3% | +228.6% |
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