+75.2%
STRL vs ROL
-37.3%
+112.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.8% | +2.5% |
| 7D | +10.1% | -3.4% | +13.5% | +9.0% |
| 30D | -8.2% | -6.9% | -1.3% | -9.9% |
| 3M | -43.7% | -24.6% | -19.1% | -47.2% |
| 6M | +27.1% | -39.5% | +66.6% | +15.3% |
| YTD | +64.0% | -41.1% | +105.1% | +51.2% |
| 1Y | +75.2% | -37.9% | +113.1% | +70.9% |
| All | +75.2% | -37.3% | +112.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling