+354.5%
STRL vs EXPE
+124.3%
+230.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +23.4% | -4.2% | +27.6% | +23.9% |
| 30D | -39.5% | -4.5% | -35.0% | -39.4% |
| 3M | -45.1% | -19.7% | -25.4% | -43.8% |
| 6M | -64.6% | +18.3% | -82.9% | -67.1% |
| YTD | -1.5% | -7.3% | +5.8% | -4.1% |
| 1Y | -20.8% | -3.9% | -16.9% | -23.8% |
| All | +354.5% | +124.3% | +230.2% | +225.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling