+68.5%
STRL vs S
+10.1%
+58.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.3% | +5.7% |
| 7D | +3.4% | -7.7% | +11.1% | +3.5% |
| 30D | -9.2% | -5.3% | -3.9% | -9.2% |
| 3M | -51.0% | +20.3% | -71.3% | -50.9% |
| 6M | +15.8% | +47.4% | -31.6% | +12.3% |
| YTD | +58.9% | +32.5% | +26.3% | +57.9% |
| 1Y | +68.5% | +9.5% | +59.0% | +85.8% |
| All | +68.5% | +10.1% | +58.4% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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