+239.2%
STRL vs RUN
-8.7%
+247.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | -26.9% | +33.4% | -60.3% | -29.3% |
| 30D | -52.7% | +31.1% | -83.8% | -54.2% |
| 3M | -52.8% | +6.4% | -59.2% | -53.4% |
| 6M | -71.5% | -22.2% | -49.3% | -70.9% |
| YTD | -17.4% | -45.8% | +28.3% | -14.8% |
| 1Y | -35.0% | -51.1% | +16.2% | -32.6% |
| 3Y | +239.2% | -3.0% | +242.2% | +235.3% |
| All | +239.2% | -8.7% | +247.9% | +235.3% |
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