+382.7%
STRL vs SN
+671.7%
-289.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -19.8% | +7.6% | -27.4% | -21.8% |
| 30D | -43.6% | +22.4% | -66.0% | -47.3% |
| 3M | -45.2% | +21.7% | -66.9% | -48.9% |
| 6M | -65.7% | +102.8% | -168.6% | -73.6% |
| YTD | -5.4% | +102.4% | -107.9% | -26.9% |
| 1Y | -24.7% | +139.0% | -163.7% | -44.7% |
| 3Y | +335.0% | +440.4% | -105.4% | +197.4% |
| All | +382.7% | +671.7% | -289.0% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling