-20.8%
STRL vs ROIV
+91.0%
-111.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +1.2% |
| 7D | +23.4% | +9.2% | +14.2% | +19.2% |
| 30D | -39.5% | +19.9% | -59.4% | -44.2% |
| 3M | -45.1% | +10.6% | -55.7% | -47.9% |
| 6M | -64.6% | +36.1% | -100.6% | -69.5% |
| YTD | -1.5% | +84.3% | -85.8% | -26.1% |
| 1Y | -20.8% | +87.6% | -108.3% | -41.9% |
| All | -20.8% | +91.0% | -111.8% | -41.9% |
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