-24.7%
STRL vs M
+26.3%
-51.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -19.8% | +5.0% | -24.8% | -21.0% |
| 30D | -43.6% | +10.6% | -54.2% | -45.5% |
| 3M | -45.2% | +1.6% | -46.8% | -45.7% |
| 6M | -65.7% | +30.8% | -96.6% | -69.2% |
| YTD | -5.4% | +16.9% | -22.3% | -15.7% |
| 1Y | -24.7% | +26.3% | -50.9% | -33.5% |
| All | -24.7% | +26.3% | -51.0% | -33.5% |
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