-40.6%
STRL vs PL
-11.4%
-29.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -10.1% | -3.7% | -11.0% |
| 7D | -34.6% | -20.5% | -14.1% | -29.8% |
| 30D | -56.7% | -38.8% | -17.9% | -50.5% |
| 3M | -54.4% | -49.1% | -5.3% | -45.8% |
| 6M | -69.7% | -69.4% | -0.3% | -60.5% |
| YTD | -20.2% | -42.3% | +22.1% | -12.9% |
| 1Y | -40.6% | -14.2% | -26.4% | -41.8% |
| All | -40.6% | -11.4% | -29.1% | -41.8% |
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