-25.9%
STRL vs SNY
+2.7%
-28.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.7% | -26.2% | -18.3% |
| 7D | -27.1% | +12.4% | -39.4% | -21.3% |
| 30D | -45.8% | +20.1% | -65.9% | -39.6% |
| 3M | -47.6% | +11.2% | -58.9% | -43.2% |
| 6M | -46.4% | +9.5% | -55.9% | -41.9% |
| YTD | -7.4% | +3.4% | -10.8% | -2.1% |
| 1Y | -25.9% | +2.0% | -27.9% | -21.9% |
| All | -25.9% | +2.7% | -28.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling