-25.9%
STRL vs EXEL
+92.4%
-118.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.6% | -22.1% | -21.6% |
| 7D | -27.1% | +9.8% | -36.8% | -29.3% |
| 30D | -45.8% | +23.6% | -69.4% | -49.6% |
| 3M | -47.6% | +29.9% | -77.5% | -52.5% |
| 6M | -46.4% | +64.7% | -111.1% | -57.7% |
| YTD | -7.4% | +66.0% | -73.4% | -28.2% |
| 1Y | -25.9% | +92.0% | -117.8% | -51.5% |
| All | -25.9% | +92.4% | -118.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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