+68.5%
STRL vs GNRC
+6.8%
+61.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +4.2% |
| 7D | +3.4% | +1.9% | +1.5% | +2.2% |
| 30D | -9.2% | -13.8% | +4.6% | -0.2% |
| 3M | -51.0% | -32.6% | -18.4% | -36.5% |
| 6M | +15.8% | -15.2% | +31.0% | +31.8% |
| YTD | +58.9% | +37.4% | +21.5% | +39.0% |
| 1Y | +68.5% | +5.1% | +63.4% | +74.3% |
| All | +68.5% | +6.8% | +61.7% | +74.3% |
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