+75.2%
STRL vs SAN
+55.7%
+19.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.6% |
| 7D | +10.1% | +3.3% | +6.8% | +6.8% |
| 30D | -8.2% | +1.1% | -9.3% | -9.3% |
| 3M | -43.7% | +22.2% | -65.9% | -52.6% |
| 6M | +27.1% | +36.0% | -8.9% | +0.7% |
| YTD | +64.0% | +28.2% | +35.7% | +27.6% |
| 1Y | +75.2% | +54.1% | +21.0% | +22.2% |
| All | +75.2% | +55.7% | +19.4% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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