+227.8%
STRL vs PR
+61.1%
+166.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.9% | -9.0% | -12.2% |
| 7D | -34.6% | -16.5% | -18.1% | -30.2% |
| 30D | -56.7% | -4.5% | -52.1% | -55.7% |
| 3M | -54.4% | +8.5% | -63.0% | -55.7% |
| 6M | -69.7% | -3.3% | -66.4% | -69.4% |
| YTD | -20.2% | +55.7% | -75.9% | -34.8% |
| 1Y | -40.6% | +82.0% | -122.6% | -55.4% |
| All | +227.8% | +61.1% | +166.7% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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