+526.2%
STRL vs MKTX
-25.2%
+551.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | -9.0% | +0.8% | -9.8% | -9.0% |
| 3M | -37.1% | +41.1% | -78.2% | -36.2% |
| 6M | +17.8% | -9.5% | +27.4% | +16.2% |
| YTD | +58.3% | -8.7% | +67.0% | +56.2% |
| 1Y | +61.0% | -10.0% | +71.0% | +59.2% |
| All | +526.2% | -25.2% | +551.4% | +497.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling