+321.4%
STRL vs SN
+659.6%
-338.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.7% |
| 7D | -26.9% | +7.2% | -34.1% | -28.7% |
| 30D | -52.7% | +20.4% | -73.1% | -55.6% |
| 3M | -52.8% | +23.9% | -76.7% | -56.3% |
| 6M | -71.5% | +93.0% | -164.5% | -77.7% |
| YTD | -17.4% | +99.2% | -116.7% | -36.0% |
| 1Y | -35.0% | +142.6% | -177.6% | -52.5% |
| 3Y | +239.2% | +398.8% | -159.6% | +132.1% |
| All | +321.4% | +659.6% | -338.1% | +191.3% |
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