+68.5%
STRL vs RF
+16.9%
+51.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +1.3% | +2.1% | +2.6% |
| 30D | -9.2% | -3.6% | -5.6% | -7.4% |
| 3M | -51.0% | +8.1% | -59.1% | -54.0% |
| 6M | +15.8% | +11.5% | +4.3% | +5.5% |
| YTD | +58.9% | +15.6% | +43.3% | +39.6% |
| 1Y | +68.5% | +15.7% | +52.8% | +53.3% |
| All | +68.5% | +16.9% | +51.6% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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