-35.0%
STRL vs SM
+72.1%
-107.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.6% |
| 7D | -26.9% | -25.9% | -1.0% | -30.4% |
| 30D | -52.7% | -15.1% | -37.5% | -53.2% |
| 3M | -52.8% | +4.9% | -57.7% | -50.6% |
| 6M | -71.5% | +6.1% | -77.6% | -69.0% |
| YTD | -17.4% | +63.4% | -80.9% | -4.1% |
| 1Y | -35.0% | +72.5% | -107.4% | -24.0% |
| All | -35.0% | +72.1% | -107.0% | -24.0% |
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