+75.2%
STRL vs SFM
-45.2%
+120.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.7% | +3.0% |
| 7D | +10.1% | -5.8% | +15.9% | +9.9% |
| 30D | -8.2% | -11.4% | +3.2% | -8.5% |
| 3M | -43.7% | -12.2% | -31.5% | -43.9% |
| 6M | +27.1% | -5.2% | +32.3% | +26.1% |
| YTD | +64.0% | -4.5% | +68.5% | +63.4% |
| 1Y | +75.2% | -45.4% | +120.5% | +117.5% |
| All | +75.2% | -45.2% | +120.4% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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