+548.6%
STRL vs GNRC
+64.4%
+484.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.4% |
| 7D | +10.1% | +4.8% | +5.3% | +7.4% |
| 30D | -8.2% | -10.4% | +2.2% | -2.5% |
| 3M | -43.7% | -28.5% | -15.2% | -32.4% |
| 6M | +27.1% | -6.8% | +33.9% | +34.9% |
| YTD | +64.0% | +39.5% | +24.5% | +42.8% |
| 1Y | +75.2% | +3.4% | +71.8% | +74.8% |
| All | +548.6% | +64.4% | +484.2% | +463.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling