-10.5%
STRL vs SN
+141.7%
-152.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.0% |
| 7D | +15.7% | +1.5% | +14.1% | +15.2% |
| 30D | -35.5% | +21.5% | -57.0% | -39.9% |
| 3M | -47.1% | +20.0% | -67.2% | -50.5% |
| 6M | -65.8% | +119.9% | -185.7% | -77.6% |
| YTD | -4.5% | +102.3% | -106.8% | -32.8% |
| 1Y | -10.5% | +148.0% | -158.5% | -35.5% |
| All | -10.5% | +141.7% | -152.2% | -35.5% |
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