-25.9%
STRL vs P
+19.7%
-45.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -5.0% | -16.5% | -19.0% |
| 7D | -27.1% | -19.4% | -7.7% | -18.9% |
| 30D | -45.8% | -22.3% | -23.5% | -38.8% |
| 3M | -47.6% | +33.2% | -80.8% | -55.1% |
| 6M | -46.4% | +53.6% | -100.1% | -58.5% |
| YTD | -7.4% | +66.8% | -74.2% | -31.6% |
| 1Y | -25.9% | +17.5% | -43.4% | -40.1% |
| All | -25.9% | +19.7% | -45.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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