+560.0%
STRL vs LYB
-23.1%
+583.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.5% |
| 7D | +5.0% | +0.3% | +4.8% | +5.0% |
| 30D | -6.9% | +2.5% | -9.4% | -7.3% |
| 3M | -39.1% | +1.4% | -40.4% | -39.1% |
| 6M | +21.5% | -3.5% | +25.0% | +19.9% |
| YTD | +66.9% | +52.0% | +14.9% | +44.2% |
| 1Y | +61.6% | +22.1% | +39.6% | +49.5% |
| 3Y | +560.0% | -22.8% | +582.8% | +639.2% |
| All | +560.0% | -23.1% | +583.1% | +639.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling