+61.6%
STRL vs LYB
+24.5%
+37.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.3% |
| 7D | +5.0% | +0.3% | +4.8% | +5.1% |
| 30D | -6.9% | +2.5% | -9.4% | -6.6% |
| 3M | -39.1% | +1.4% | -40.4% | -38.5% |
| 6M | +21.5% | -3.5% | +25.0% | +21.0% |
| YTD | +66.9% | +52.0% | +14.9% | +64.6% |
| 1Y | +61.6% | +22.1% | +39.6% | +53.5% |
| All | +61.6% | +24.5% | +37.1% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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