+68.5%
STRL vs SM
+36.8%
+31.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.1% | +8.8% | +5.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.3% |
| 30D | -9.2% | +25.6% | -34.8% | -4.5% |
| 3M | -51.0% | +8.0% | -59.1% | -49.6% |
| 6M | +15.8% | +50.8% | -35.0% | +27.0% |
| YTD | +58.9% | +97.9% | -39.0% | +79.7% |
| 1Y | +68.5% | +33.8% | +34.7% | +93.6% |
| All | +68.5% | +36.8% | +31.8% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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