+354.5%
STRL vs SAN
+244.8%
+109.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.9% |
| 7D | +23.4% | +1.0% | +22.4% | +22.9% |
| 30D | -39.5% | -9.4% | -30.1% | -36.3% |
| 3M | -45.1% | -17.1% | -27.9% | -39.1% |
| 6M | -64.6% | +2.2% | -66.7% | -65.2% |
| YTD | -1.5% | +6.0% | -7.5% | -5.5% |
| 1Y | -20.8% | +12.7% | -33.5% | -26.1% |
| All | +354.5% | +244.8% | +109.7% | +195.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling