+15.8%
STRL vs D
+6.1%
+9.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +4.9% |
| 7D | +3.4% | +0.4% | +3.0% | +3.7% |
| 30D | -9.2% | -3.6% | -5.7% | -11.3% |
| 3M | -51.0% | -1.0% | -50.1% | -51.3% |
| 6M | +15.8% | +6.3% | +9.5% | +20.3% |
| All | +15.8% | +6.1% | +9.7% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling