+227.8%
STRL vs M
+110.5%
+117.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.9% | -8.0% | -12.6% |
| 7D | -34.6% | -2.1% | -32.5% | -34.4% |
| 30D | -56.7% | +7.7% | -64.4% | -57.6% |
| 3M | -54.4% | -4.4% | -50.1% | -54.2% |
| 6M | -69.7% | +27.5% | -97.2% | -71.6% |
| YTD | -20.2% | +12.8% | -33.0% | -23.7% |
| 1Y | -40.6% | +20.7% | -61.3% | -44.0% |
| All | +227.8% | +110.5% | +117.4% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling