-20.3%
STRL vs EXPE
-2.3%
-18.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +5.4% |
| 7D | +7.1% | -17.8% | +24.9% | +2.6% |
| 30D | -39.4% | -3.2% | -36.1% | -38.7% |
| 3M | -43.0% | -19.0% | -24.0% | -43.8% |
| 6M | -65.0% | +17.7% | -82.7% | -65.4% |
| YTD | -0.8% | -7.8% | +7.0% | -1.0% |
| 1Y | -20.3% | -1.4% | -18.9% | -22.3% |
| All | -20.3% | -2.3% | -18.0% | -22.3% |
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