+307.3%
STRL vs SN
+639.7%
-332.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.0% | -12.9% | -13.6% |
| 7D | -34.6% | +3.8% | -38.4% | -35.6% |
| 30D | -56.7% | +17.5% | -74.2% | -59.1% |
| 3M | -54.4% | +19.2% | -73.6% | -57.3% |
| 6M | -69.7% | +84.9% | -154.6% | -76.0% |
| YTD | -20.2% | +94.0% | -114.2% | -37.6% |
| 1Y | -40.6% | +151.3% | -191.9% | -57.1% |
| 3Y | +221.7% | +387.1% | -165.4% | +121.9% |
| All | +307.3% | +639.7% | -332.4% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling