-24.4%
STRL vs REPL
+163.1%
-187.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.0% | +12.0% | +14.8% |
| 7D | -13.3% | +14.2% | -27.6% | -13.8% |
| 30D | -43.3% | +65.9% | -109.2% | -44.7% |
| 3M | -46.9% | +84.6% | -131.4% | -48.4% |
| 6M | -65.6% | +446.9% | -512.5% | -67.6% |
| YTD | -5.1% | +129.0% | -134.1% | -13.3% |
| All | -24.4% | +163.1% | -187.5% | -37.2% |
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