+239.2%
STRL vs REPL
+48.4%
+190.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.0% | -4.5% | +3.1% |
| 7D | -26.9% | +22.8% | -49.7% | -27.5% |
| 30D | -52.7% | +63.8% | -116.5% | -53.6% |
| 3M | -52.8% | +68.1% | -121.0% | -53.9% |
| 6M | -71.5% | +528.5% | -600.0% | -73.9% |
| YTD | -17.4% | +122.4% | -139.9% | -23.4% |
| 1Y | -35.0% | +154.4% | -189.3% | -40.0% |
| 3Y | +239.2% | +68.0% | +171.2% | +186.9% |
| All | +239.2% | +48.4% | +190.8% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling