-25.9%
STRL vs PL
-0.6%
-25.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -6.4% | -15.1% | -19.7% |
| 7D | -27.1% | -11.7% | -15.3% | -24.2% |
| 30D | -45.8% | -27.1% | -18.7% | -40.9% |
| 3M | -47.6% | -44.6% | -3.0% | -39.3% |
| 6M | -46.4% | -67.2% | +20.7% | -32.1% |
| YTD | -7.4% | -35.9% | +28.5% | -2.4% |
| 1Y | -25.9% | -0.4% | -25.5% | -32.5% |
| All | -25.9% | -0.6% | -25.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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