-25.9%
STRL vs EXPE
+48.9%
-74.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +10.5% | -32.0% | -18.4% |
| 7D | -27.1% | +14.6% | -41.7% | -23.6% |
| 30D | -45.8% | +21.4% | -67.2% | -42.5% |
| 3M | -47.6% | +1.4% | -49.0% | -46.0% |
| 6M | -46.4% | +28.6% | -75.0% | -44.0% |
| YTD | -7.4% | +12.1% | -19.5% | -3.8% |
| 1Y | -25.9% | +50.0% | -75.9% | -23.7% |
| All | -25.9% | +48.9% | -74.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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