-20.3%
STRL vs P
+17.1%
-37.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.5% | +2.6% |
| 7D | +7.1% | -4.7% | +11.8% | +10.1% |
| 30D | -39.4% | -31.4% | -7.9% | -27.2% |
| 3M | -43.0% | -2.6% | -40.3% | -42.2% |
| 6M | -65.0% | +21.9% | -86.9% | -69.3% |
| YTD | -0.8% | +58.9% | -59.7% | -24.2% |
| 1Y | -20.3% | +21.7% | -42.0% | -35.2% |
| All | -20.3% | +17.1% | -37.4% | -35.2% |
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