-25.9%
STRL vs M
+36.6%
-62.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +7.6% | -29.1% | -23.2% |
| 7D | -27.1% | +8.3% | -35.3% | -28.8% |
| 30D | -45.8% | +14.2% | -60.0% | -48.3% |
| 3M | -47.6% | -1.1% | -46.5% | -47.4% |
| 6M | -46.4% | +36.6% | -83.0% | -52.9% |
| YTD | -7.4% | +19.8% | -27.2% | -17.9% |
| 1Y | -25.9% | +37.2% | -63.0% | -38.9% |
| All | -25.9% | +36.6% | -62.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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