+504.0%
STRL vs PL
+454.1%
+49.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.0% | +6.0% |
| 7D | +3.4% | -9.3% | +12.7% | +5.4% |
| 30D | -9.2% | -18.9% | +9.7% | -5.3% |
| 3M | -51.0% | -58.4% | +7.3% | -42.4% |
| 6M | +15.8% | -30.3% | +46.1% | +20.7% |
| YTD | +58.9% | -8.1% | +67.0% | +55.2% |
| 1Y | +68.5% | +180.5% | -112.0% | +29.0% |
| All | +504.0% | +454.1% | +49.9% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling