+526.2%
STRL vs SNY
-9.7%
+535.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +5.4% | -3.6% | +9.0% | +5.1% |
| 30D | -9.0% | -1.9% | -7.1% | -9.1% |
| 3M | -37.1% | -2.0% | -35.1% | -37.1% |
| 6M | +17.8% | +2.5% | +15.3% | +17.8% |
| YTD | +58.3% | -7.0% | +65.3% | +58.1% |
| 1Y | +61.0% | -4.4% | +65.4% | +60.6% |
| All | +526.2% | -9.7% | +535.9% | +504.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling