+504.0%
STRL vs PR
+73.2%
+430.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.2% |
| 7D | +3.4% | +2.9% | +0.5% | +2.4% |
| 30D | -9.2% | +18.0% | -27.3% | -14.1% |
| 3M | -51.0% | +16.9% | -67.9% | -53.5% |
| 6M | +15.8% | +28.2% | -12.4% | +4.6% |
| YTD | +58.9% | +69.3% | -10.5% | +28.5% |
| 1Y | +68.5% | +69.5% | -1.0% | +34.9% |
| All | +504.0% | +73.2% | +430.9% | +376.5% |
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