+357.9%
STRL vs SM
-8.5%
+366.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.6% | -0.6% | +4.1% |
| 7D | +7.1% | +0.3% | +6.8% | +7.1% |
| 30D | -39.4% | -17.3% | -22.0% | -37.5% |
| 3M | -43.0% | -3.6% | -39.4% | -42.6% |
| 6M | -65.0% | +2.9% | -67.9% | -65.3% |
| YTD | -0.8% | +70.2% | -71.0% | -15.5% |
| 1Y | -20.3% | +66.5% | -86.8% | -32.1% |
| All | +357.9% | -8.5% | +366.4% | +360.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling