-10.5%
STRL vs REPL
+144.6%
-155.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | +15.7% | +1.2% | +14.4% | +15.6% |
| 30D | -35.5% | +92.2% | -127.7% | -37.3% |
| 3M | -47.1% | +44.1% | -91.2% | -48.2% |
| 6M | -65.8% | +313.0% | -378.8% | -67.7% |
| YTD | -4.5% | +125.2% | -129.7% | -12.7% |
| 1Y | -10.5% | +143.8% | -154.2% | -19.7% |
| All | -10.5% | +144.6% | -155.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling