+239.2%
STRL vs PSA
+50.8%
+188.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | -26.9% | +3.9% | -30.8% | -27.4% |
| 30D | -52.7% | +19.7% | -72.3% | -54.4% |
| 3M | -52.8% | +4.3% | -57.1% | -53.2% |
| 6M | -71.5% | +11.4% | -82.8% | -72.6% |
| YTD | -17.4% | +33.9% | -51.4% | -24.2% |
| 1Y | -35.0% | +28.3% | -63.2% | -39.7% |
| 3Y | +239.2% | +53.5% | +185.7% | +167.7% |
| All | +239.2% | +50.8% | +188.5% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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