+1,125.8%
STRL vs COMP
-52.8%
+1,178.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +7.7% | -29.2% | -22.4% |
| 7D | -27.1% | +9.5% | -36.5% | -28.1% |
| 30D | -45.8% | +8.1% | -53.9% | -46.6% |
| 3M | -47.6% | -16.3% | -31.3% | -46.8% |
| 6M | -46.4% | +42.2% | -88.6% | -49.7% |
| YTD | -7.4% | -5.0% | -2.4% | -9.3% |
| 1Y | -25.9% | +20.1% | -45.9% | -29.4% |
| 3Y | +273.4% | +358.4% | -85.0% | +199.1% |
| 5Y | +944.4% | -21.9% | +966.3% | +860.3% |
| All | +1,125.8% | -52.8% | +1,178.6% | +1,106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling