+68.5%
STRL vs PL
+176.6%
-108.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.0% | +6.0% |
| 7D | +3.4% | -9.3% | +12.7% | +5.2% |
| 30D | -9.2% | -18.9% | +9.7% | -5.5% |
| 3M | -51.0% | -58.4% | +7.3% | -43.7% |
| 6M | +15.8% | -30.3% | +46.1% | +22.0% |
| YTD | +58.9% | -8.1% | +67.0% | +58.1% |
| 1Y | +68.5% | +180.5% | -112.0% | +53.7% |
| All | +68.5% | +176.6% | -108.1% | +53.7% |
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