+75.2%
STRL vs GAP
-3.2%
+78.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | +10.1% | +1.7% | +8.4% | +9.9% |
| 30D | -8.2% | +9.3% | -17.5% | -9.5% |
| 3M | -43.7% | +6.1% | -49.8% | -44.1% |
| 6M | +27.1% | -2.3% | +29.4% | +28.1% |
| YTD | +64.0% | -10.6% | +74.6% | +65.1% |
| 1Y | +75.2% | -4.4% | +79.6% | +64.5% |
| All | +75.2% | -3.2% | +78.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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