+68.5%
STRL vs EXEL
+59.2%
+9.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.8% |
| 7D | +3.4% | +8.4% | -5.0% | +0.7% |
| 30D | -9.2% | +4.1% | -13.3% | -10.6% |
| 3M | -51.0% | +12.4% | -63.5% | -53.6% |
| 6M | +15.8% | +41.5% | -25.8% | +0.8% |
| YTD | +58.9% | +34.6% | +24.2% | +39.6% |
| 1Y | +68.5% | +57.9% | +10.7% | +42.5% |
| All | +68.5% | +59.2% | +9.3% | +42.5% |
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