-71.5%
STRL vs IT
+27.7%
-99.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +0.8% |
| 7D | -26.9% | -16.9% | -10.0% | -35.0% |
| 30D | -52.7% | +2.3% | -55.0% | -50.8% |
| 3M | -52.8% | +2.9% | -55.7% | -49.8% |
| 6M | -71.5% | +25.9% | -97.3% | -59.9% |
| All | -71.5% | +27.7% | -99.2% | -59.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling