+340.6%
STRL vs P
+197.6%
+143.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.1% | -2.2% |
| 7D | +15.7% | +11.6% | +4.0% | +10.3% |
| 30D | -35.5% | -23.7% | -11.8% | -27.1% |
| 3M | -47.1% | -8.0% | -39.2% | -45.3% |
| 6M | -65.8% | +27.9% | -93.7% | -70.0% |
| YTD | -4.5% | +61.2% | -65.7% | -24.4% |
| 1Y | -10.5% | +28.6% | -39.1% | -24.5% |
| 3Y | +340.6% | +200.5% | +140.1% | +210.5% |
| All | +340.6% | +197.6% | +143.0% | +210.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling