+239.2%
STRL vs MTB
+95.2%
+144.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.0% |
| 7D | -26.9% | -1.3% | -25.6% | -26.4% |
| 30D | -52.7% | +0.5% | -53.2% | -52.9% |
| 3M | -52.8% | -12.4% | -40.5% | -49.3% |
| 6M | -71.5% | +1.5% | -73.0% | -72.2% |
| YTD | -17.4% | +10.3% | -27.7% | -23.6% |
| 1Y | -35.0% | +22.2% | -57.2% | -43.5% |
| 3Y | +239.2% | +96.9% | +142.3% | +150.5% |
| All | +239.2% | +95.2% | +144.0% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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