+227.8%
STRL vs RF
+105.6%
+122.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.1% | -11.7% | -12.6% |
| 7D | -34.6% | -1.6% | -33.0% | -34.1% |
| 30D | -56.7% | +5.0% | -61.7% | -58.1% |
| 3M | -54.4% | -10.0% | -44.4% | -51.7% |
| 6M | -69.7% | +3.3% | -73.0% | -70.9% |
| YTD | -20.2% | +7.9% | -28.1% | -25.8% |
| 1Y | -40.6% | +21.2% | -61.8% | -48.7% |
| All | +227.8% | +105.6% | +122.3% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling