-25.9%
STRL vs GNRC
+17.5%
-43.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -9.5% | -11.9% | -14.6% |
| 7D | -27.1% | -6.0% | -21.1% | -22.7% |
| 30D | -45.8% | -12.0% | -33.8% | -39.7% |
| 3M | -47.6% | -13.4% | -34.2% | -41.3% |
| 6M | -46.4% | -26.4% | -20.1% | -31.7% |
| YTD | -7.4% | +38.8% | -46.2% | -19.7% |
| 1Y | -25.9% | +20.9% | -46.8% | -28.3% |
| All | -25.9% | +17.5% | -43.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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