+340.6%
STRL vs SN
+440.0%
-99.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.2% |
| 7D | +15.7% | +1.5% | +14.1% | +15.0% |
| 30D | -35.5% | +21.5% | -57.0% | -40.8% |
| 3M | -47.1% | +20.0% | -67.2% | -51.5% |
| 6M | -65.8% | +119.9% | -185.7% | -76.6% |
| YTD | -4.5% | +102.3% | -106.8% | -32.1% |
| 1Y | -10.5% | +148.0% | -158.5% | -41.8% |
| 3Y | +340.6% | +450.0% | -109.4% | +120.6% |
| All | +340.6% | +440.0% | -99.4% | +120.6% |
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