-25.9%
STRL vs IFF
+44.8%
-70.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.9% | -16.6% | -20.5% |
| 7D | -27.1% | -3.3% | -23.8% | -26.4% |
| 30D | -45.8% | +5.3% | -51.1% | -46.4% |
| 3M | -47.6% | +8.9% | -56.5% | -48.8% |
| 6M | -46.4% | +26.3% | -72.8% | -50.4% |
| YTD | -7.4% | +32.2% | -39.5% | -11.7% |
| 1Y | -25.9% | +45.8% | -71.6% | -28.9% |
| All | -25.9% | +44.8% | -70.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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