+75.2%
STRL vs EXE
+3.8%
+71.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +10.1% | -1.8% | +11.9% | +10.1% |
| 30D | -8.2% | +6.4% | -14.6% | -8.2% |
| 3M | -43.7% | +9.2% | -52.9% | -43.7% |
| 6M | +27.1% | -7.0% | +34.1% | +27.8% |
| YTD | +64.0% | -9.5% | +73.5% | +64.4% |
| 1Y | +75.2% | +6.2% | +68.9% | +105.5% |
| All | +75.2% | +3.8% | +71.4% | +105.5% |
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