-20.8%
STRL vs RUN
-57.8%
+37.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.3% | +0.9% |
| 7D | +23.4% | -13.7% | +37.1% | +28.0% |
| 30D | -39.5% | +9.4% | -48.9% | -42.3% |
| 3M | -45.1% | -13.4% | -31.6% | -43.6% |
| 6M | -64.6% | -39.6% | -25.0% | -59.2% |
| YTD | -1.5% | -53.7% | +52.2% | +9.1% |
| 1Y | -20.8% | -56.2% | +35.4% | -10.2% |
| All | -20.8% | -57.8% | +37.0% | -10.2% |
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