-25.9%
STRL vs SN
+156.5%
-182.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.1% | -25.6% | -22.7% |
| 7D | -27.1% | +10.6% | -37.7% | -29.9% |
| 30D | -45.8% | +20.0% | -65.8% | -49.5% |
| 3M | -47.6% | +30.4% | -78.0% | -53.0% |
| 6M | -46.4% | +91.0% | -137.4% | -61.7% |
| YTD | -7.4% | +95.9% | -103.3% | -34.8% |
| 1Y | -25.9% | +158.9% | -184.7% | -48.8% |
| All | -25.9% | +156.5% | -182.3% | -48.8% |
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