-66.5%
STRL vs RUN
-33.1%
-33.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -2.4% | +17.4% | +15.6% |
| 7D | -13.3% | +18.1% | -31.4% | -18.3% |
| 30D | -43.3% | +27.5% | -70.8% | -48.2% |
| 3M | -46.9% | -4.5% | -42.4% | -45.1% |
| All | -66.5% | -33.1% | -33.5% | -58.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling