-20.3%
STRL vs SFM
-36.1%
+15.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.5% | +1.5% | +5.5% |
| 7D | +7.1% | -7.1% | +14.2% | +5.7% |
| 30D | -39.4% | -21.4% | -18.0% | -40.9% |
| 3M | -43.0% | -40.1% | -2.9% | -46.9% |
| 6M | -65.0% | -38.0% | -27.0% | -66.9% |
| YTD | -0.8% | -36.5% | +35.8% | -7.6% |
| 1Y | -20.3% | -35.2% | +14.9% | -24.9% |
| All | -20.3% | -36.1% | +15.8% | -24.9% |
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