-20.3%
STRL vs GEN
+18.5%
-38.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.9% | +5.7% |
| 7D | +7.1% | -0.8% | +7.9% | +6.7% |
| 30D | -39.4% | +31.2% | -70.6% | -33.1% |
| 3M | -43.0% | +6.1% | -49.0% | -41.3% |
| 6M | -65.0% | +38.1% | -103.1% | -61.4% |
| YTD | -0.8% | +14.4% | -15.2% | -4.0% |
| 1Y | -20.3% | +15.1% | -35.4% | -23.0% |
| All | -20.3% | +18.5% | -38.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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