+335.0%
STRL vs S
+54.2%
+280.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -19.8% | +1.4% | -21.2% | -19.9% |
| 30D | -43.6% | -10.8% | -32.7% | -42.0% |
| 3M | -45.2% | +5.4% | -50.6% | -46.3% |
| 6M | -65.7% | +41.2% | -107.0% | -69.5% |
| YTD | -5.4% | +56.2% | -61.6% | -20.2% |
| 1Y | -24.7% | +36.3% | -61.0% | -33.1% |
| 3Y | +335.0% | +49.4% | +285.6% | +279.5% |
| All | +335.0% | +54.2% | +280.8% | +279.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling