+340.6%
STRL vs RUN
-7.3%
+347.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.3% | -3.2% |
| 7D | +15.7% | -13.5% | +29.2% | +17.2% |
| 30D | -35.5% | +18.3% | -53.8% | -37.0% |
| 3M | -47.1% | -12.5% | -34.7% | -46.8% |
| 6M | -65.8% | -40.3% | -25.5% | -64.2% |
| YTD | -4.5% | -53.1% | +48.6% | 0.0% |
| 1Y | -10.5% | -54.3% | +43.8% | -6.1% |
| 3Y | +340.6% | -6.5% | +347.1% | +339.6% |
| All | +340.6% | -7.3% | +347.9% | +339.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling