+61.0%
STRL vs GNRC
-0.8%
+61.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.4% |
| 7D | +5.4% | -0.7% | +6.1% | +6.0% |
| 30D | -9.0% | -15.8% | +6.8% | +1.8% |
| 3M | -37.1% | -24.0% | -13.0% | -24.3% |
| 6M | +17.8% | -13.8% | +31.6% | +34.0% |
| YTD | +58.3% | +33.2% | +25.1% | +41.5% |
| 1Y | +61.0% | -1.8% | +62.8% | +72.2% |
| All | +61.0% | -0.8% | +61.8% | +72.2% |
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