+68.5%
STRL vs D
+16.8%
+51.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.6% |
| 7D | +3.4% | +1.5% | +1.9% | +3.7% |
| 30D | -9.2% | -2.6% | -6.7% | -9.9% |
| 3M | -51.0% | 0.0% | -51.1% | -51.2% |
| 6M | +15.8% | +7.4% | +8.4% | +16.3% |
| YTD | +58.9% | +15.9% | +43.0% | +58.7% |
| 1Y | +68.5% | +18.1% | +50.4% | +67.5% |
| All | +68.5% | +16.8% | +51.7% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling