+75.2%
STRL vs EXPE
+28.7%
+46.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.9% | +11.1% | +2.0% |
| 7D | +10.1% | -9.8% | +19.9% | +8.4% |
| 30D | -8.2% | -11.5% | +3.3% | -9.8% |
| 3M | -43.7% | +21.7% | -65.4% | -44.0% |
| 6M | +27.1% | +10.4% | +16.7% | +25.5% |
| YTD | +64.0% | -2.5% | +66.5% | +62.4% |
| 1Y | +75.2% | +27.3% | +47.8% | +75.7% |
| All | +75.2% | +28.7% | +46.4% | +75.7% |
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