+227.8%
STRL vs PL
+403.1%
-175.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -10.1% | -3.7% | -11.6% |
| 7D | -34.6% | -20.5% | -14.1% | -30.8% |
| 30D | -56.7% | -38.8% | -17.9% | -51.5% |
| 3M | -54.4% | -49.1% | -5.3% | -47.1% |
| 6M | -69.7% | -69.4% | -0.3% | -61.6% |
| YTD | -20.2% | -42.3% | +22.1% | -13.3% |
| 1Y | -40.6% | -14.2% | -26.4% | -40.8% |
| All | +227.8% | +403.1% | -175.3% | +104.9% |
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