-69.7%
STRL vs COMP
+29.1%
-98.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -8.2% | -5.7% | -13.1% |
| 7D | -34.6% | -1.8% | -32.8% | -34.3% |
| 30D | -56.7% | -0.8% | -55.9% | -56.6% |
| 3M | -54.4% | -28.1% | -26.3% | -52.4% |
| 6M | -69.7% | +27.0% | -96.7% | -72.2% |
| All | -69.7% | +29.1% | -98.8% | -72.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling