+560.0%
STRL vs IDXX
+7.6%
+552.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | +5.0% | -5.7% | +10.8% | +6.7% |
| 30D | -6.9% | -11.5% | +4.6% | -3.9% |
| 3M | -39.1% | -9.5% | -29.5% | -38.2% |
| 6M | +21.5% | -16.0% | +37.5% | +26.4% |
| YTD | +66.9% | -25.4% | +92.3% | +80.2% |
| 1Y | +61.6% | -21.8% | +83.4% | +71.9% |
| 3Y | +560.0% | +7.0% | +553.0% | +520.8% |
| All | +560.0% | +7.6% | +552.5% | +520.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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