+340.6%
STRL vs DGX
+106.7%
+233.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | +15.7% | +1.6% | +14.1% | +16.0% |
| 30D | -35.5% | +11.2% | -46.7% | -33.8% |
| 3M | -47.1% | +10.4% | -57.5% | -45.8% |
| 6M | -65.8% | +37.1% | -102.9% | -63.8% |
| YTD | -4.5% | +52.1% | -56.6% | +1.6% |
| 1Y | -10.5% | +40.7% | -51.2% | -4.8% |
| 3Y | +340.6% | +107.6% | +233.0% | +328.1% |
| All | +340.6% | +106.7% | +233.9% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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