+75.2%
STRL vs RUN
-49.0%
+124.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.0% |
| 7D | +10.1% | +10.2% | 0.0% | +6.5% |
| 30D | -8.2% | -9.6% | +1.4% | -5.2% |
| 3M | -43.7% | -31.5% | -12.2% | -36.7% |
| 6M | +27.1% | -18.7% | +45.8% | +38.0% |
| YTD | +64.0% | -49.9% | +113.9% | +84.9% |
| 1Y | +75.2% | -45.5% | +120.7% | +94.4% |
| All | +75.2% | -49.0% | +124.2% | +94.4% |
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