-25.9%
STRL vs EXE
-18.4%
-7.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -2.9% | -18.5% | -21.6% |
| 7D | -27.1% | -4.7% | -22.4% | -27.3% |
| 30D | -45.8% | +1.0% | -46.8% | -45.7% |
| 3M | -47.6% | -5.6% | -42.0% | -48.0% |
| 6M | -46.4% | -12.3% | -34.1% | -47.6% |
| YTD | -7.4% | -19.5% | +12.1% | -9.8% |
| 1Y | -25.9% | -18.9% | -7.0% | -29.4% |
| All | -25.9% | -18.4% | -7.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling