-25.9%
STRL vs MKTX
+5.4%
-31.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | 0.0% | -21.4% | -21.5% |
| 7D | -27.1% | +0.5% | -27.5% | -27.0% |
| 30D | -45.8% | +1.0% | -46.8% | -45.8% |
| 3M | -47.6% | +2.5% | -50.1% | -47.6% |
| 6M | -46.4% | +8.0% | -54.5% | -52.3% |
| YTD | -7.4% | -7.3% | -0.1% | -20.1% |
| 1Y | -25.9% | +4.7% | -30.5% | -36.1% |
| All | -25.9% | +5.4% | -31.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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