-25.9%
STRL vs GWRE
-24.5%
-1.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.9% | -27.4% | -19.0% |
| 7D | -27.1% | +2.2% | -29.3% | -25.8% |
| 30D | -45.8% | +4.5% | -50.3% | -44.1% |
| 3M | -47.6% | +6.4% | -54.1% | -44.1% |
| 6M | -46.4% | +18.8% | -65.3% | -36.9% |
| YTD | -7.4% | -15.1% | +7.7% | +14.1% |
| 1Y | -25.9% | -23.4% | -2.4% | -0.4% |
| All | -25.9% | -24.5% | -1.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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