+68.5%
STRL vs RUN
-46.2%
+114.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.9% |
| 7D | +3.4% | +1.3% | +2.1% | +2.9% |
| 30D | -9.2% | -15.3% | +6.0% | -4.7% |
| 3M | -51.0% | -40.0% | -11.0% | -42.7% |
| 6M | +15.8% | -27.0% | +42.7% | +28.5% |
| YTD | +58.9% | -51.7% | +110.5% | +80.8% |
| 1Y | +68.5% | -45.9% | +114.4% | +91.5% |
| All | +68.5% | -46.2% | +114.7% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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