-25.9%
STRL vs IT
-17.9%
-8.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.5% | -22.9% | -20.7% |
| 7D | -27.1% | -5.5% | -21.6% | -28.3% |
| 30D | -45.8% | +10.3% | -56.1% | -42.0% |
| 3M | -47.6% | +11.5% | -59.1% | -42.9% |
| 6M | -46.4% | +40.3% | -86.7% | -30.3% |
| YTD | -7.4% | -17.9% | +10.5% | +12.5% |
| 1Y | -25.9% | -8.8% | -17.1% | -14.1% |
| All | -25.9% | -17.9% | -8.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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