-21.2%
STRL vs SOLS
+21.0%
-42.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +9.7% | +5.2% | +8.1% |
| 7D | -13.3% | +8.0% | -21.4% | -16.4% |
| 30D | -43.3% | +3.7% | -47.1% | -43.8% |
| 3M | -46.9% | +4.6% | -51.4% | -47.8% |
| 6M | -65.6% | -18.5% | -47.1% | -61.2% |
| YTD | -5.1% | +31.4% | -36.5% | -9.1% |
| 1Y | -23.1% | +34.5% | -57.5% | -27.0% |
| All | -21.2% | +21.0% | -42.3% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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