+68.5%
STRL vs P
+32.0%
+36.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +5.1% |
| 7D | +3.4% | +6.5% | -3.1% | +0.1% |
| 30D | -9.2% | +18.8% | -28.1% | -18.6% |
| 3M | -51.0% | +26.7% | -77.8% | -57.6% |
| 6M | +15.8% | +62.2% | -46.4% | -14.4% |
| YTD | +58.9% | +48.5% | +10.4% | +21.0% |
| 1Y | +68.5% | +26.4% | +42.1% | +20.8% |
| All | +68.5% | +32.0% | +36.5% | +20.8% |
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