-25.9%
STRL vs STLA
-53.0%
+27.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.8% | -25.3% | -21.9% |
| 7D | -27.1% | -0.6% | -26.4% | -27.0% |
| 30D | -45.8% | +3.6% | -49.4% | -46.2% |
| 3M | -47.6% | -20.6% | -27.0% | -46.2% |
| 6M | -46.4% | -34.3% | -12.1% | -42.2% |
| YTD | -7.4% | -57.3% | +49.9% | -1.3% |
| 1Y | -25.9% | -52.6% | +26.8% | -26.2% |
| All | -25.9% | -53.0% | +27.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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