-10.5%
STRL vs ROIV
+87.6%
-98.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | +15.7% | +1.7% | +14.0% | +15.1% |
| 30D | -35.5% | +17.6% | -53.0% | -39.6% |
| 3M | -47.1% | +9.0% | -56.1% | -49.4% |
| 6M | -65.8% | +35.3% | -101.1% | -70.1% |
| YTD | -4.5% | +82.2% | -86.7% | -25.5% |
| 1Y | -10.5% | +92.3% | -102.7% | -30.3% |
| All | -10.5% | +87.6% | -98.1% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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