+239.2%
STRL vs D
+79.5%
+159.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.2% |
| 7D | -26.9% | +3.0% | -29.9% | -26.4% |
| 30D | -52.7% | +11.5% | -64.2% | -52.0% |
| 3M | -52.8% | +3.7% | -56.6% | -52.4% |
| 6M | -71.5% | +13.5% | -85.0% | -71.2% |
| YTD | -17.4% | +20.7% | -38.2% | -17.0% |
| 1Y | -35.0% | +18.2% | -53.2% | -34.4% |
| 3Y | +239.2% | +73.3% | +165.9% | +205.5% |
| All | +239.2% | +79.5% | +159.7% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling