+346.8%
STRL vs SN
+428.0%
-81.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.9% | +12.0% | +13.8% |
| 7D | -13.3% | +7.6% | -21.0% | -16.1% |
| 30D | -43.3% | +24.1% | -67.4% | -48.4% |
| 3M | -46.9% | +23.7% | -70.6% | -51.8% |
| 6M | -65.6% | +105.5% | -171.1% | -75.7% |
| YTD | -5.1% | +105.1% | -110.2% | -32.7% |
| 1Y | -23.1% | +148.3% | -171.4% | -49.8% |
| 3Y | +346.8% | +438.7% | -91.8% | +123.6% |
| All | +346.8% | +428.0% | -81.2% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling