-46.4%
STRL vs IP
+12.9%
-59.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.5% | -23.0% | -21.8% |
| 7D | -27.1% | +3.4% | -30.4% | -28.2% |
| 30D | -45.8% | +11.2% | -57.0% | -48.0% |
| 3M | -47.6% | -14.8% | -32.8% | -44.7% |
| 6M | -46.4% | +17.3% | -63.7% | -60.4% |
| All | -46.4% | +12.9% | -59.3% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 6mo: compounded portfolio wealth divided by compounded IP 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…
6mo analysis · Full analysis span regression · 6 months rolling