+340.6%
STRL vs GNRC
+86.4%
+254.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.4% |
| 7D | +15.7% | +7.9% | +7.7% | +10.6% |
| 30D | -35.5% | -3.7% | -31.8% | -32.6% |
| 3M | -47.1% | -11.9% | -35.2% | -42.0% |
| 6M | -65.8% | -28.6% | -37.2% | -57.7% |
| YTD | -4.5% | +39.9% | -44.4% | -15.8% |
| 1Y | -10.5% | +23.4% | -33.8% | -16.1% |
| 3Y | +340.6% | +84.2% | +256.4% | +268.4% |
| All | +340.6% | +86.4% | +254.2% | +268.4% |
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