-35.0%
STRL vs ROIV
+93.5%
-128.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +1.0% |
| 7D | -26.9% | +5.3% | -32.2% | -28.6% |
| 30D | -52.7% | +11.9% | -64.6% | -55.1% |
| 3M | -52.8% | +10.7% | -63.5% | -55.5% |
| 6M | -71.5% | +34.9% | -106.4% | -75.3% |
| YTD | -17.4% | +79.2% | -96.6% | -37.5% |
| 1Y | -35.0% | +89.0% | -124.0% | -53.4% |
| All | -35.0% | +93.5% | -128.4% | -53.4% |
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