+68.5%
STRL vs SN
+46.4%
+22.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.2% |
| 7D | +3.4% | -9.3% | +12.7% | +7.8% |
| 30D | -9.2% | -4.8% | -4.4% | -7.5% |
| 3M | -51.0% | +40.4% | -91.5% | -60.3% |
| 6M | +15.8% | +50.9% | -35.2% | -11.4% |
| YTD | +58.9% | +54.9% | +3.9% | +21.0% |
| 1Y | +68.5% | +43.0% | +25.5% | +57.1% |
| All | +68.5% | +46.4% | +22.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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