+504.0%
STRL vs REPL
-22.6%
+526.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +5.8% |
| 7D | +3.4% | -3.0% | +6.4% | +3.5% |
| 30D | -9.2% | +27.1% | -36.4% | -10.2% |
| 3M | -51.0% | +52.4% | -103.4% | -52.6% |
| 6M | +15.8% | +107.4% | -91.7% | +7.9% |
| YTD | +58.9% | +54.7% | +4.1% | +49.6% |
| 1Y | +68.5% | +158.9% | -90.3% | +52.5% |
| All | +504.0% | -22.6% | +526.7% | +458.9% |
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