+340.6%
STRL vs IFF
+22.2%
+318.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -3.3% |
| 7D | +15.7% | -1.8% | +17.4% | +16.2% |
| 30D | -35.5% | -9.4% | -26.0% | -33.9% |
| 3M | -47.1% | -3.0% | -44.1% | -46.9% |
| 6M | -65.8% | +5.8% | -71.6% | -66.7% |
| YTD | -4.5% | +22.4% | -26.9% | -10.9% |
| 1Y | -10.5% | +23.0% | -33.5% | -16.7% |
| 3Y | +340.6% | +21.8% | +318.8% | +313.6% |
| All | +340.6% | +22.2% | +318.4% | +313.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling