-71.5%
STRL vs GLXY
-55.9%
-15.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.8% | +0.7% |
| 7D | -26.9% | -14.6% | -12.3% | -19.9% |
| 30D | -52.7% | -36.2% | -16.5% | -41.2% |
| 3M | -52.8% | -30.1% | -22.7% | -45.3% |
| 6M | -71.5% | -56.1% | -15.4% | -59.0% |
| All | -71.5% | -55.9% | -15.5% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 6mo: compounded portfolio wealth divided by compounded GLXY 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…
6mo analysis · Full analysis span regression · 6 months rolling