+68.5%
STRL vs STT
+75.3%
-6.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.6% |
| 7D | +3.4% | +0.5% | +2.9% | +2.8% |
| 30D | -9.2% | +3.9% | -13.1% | -12.9% |
| 3M | -51.0% | +20.0% | -71.0% | -59.1% |
| 6M | +15.8% | +55.3% | -39.5% | -22.4% |
| YTD | +58.9% | +53.3% | +5.5% | +3.8% |
| 1Y | +68.5% | +74.7% | -6.2% | -5.2% |
| All | +68.5% | +75.3% | -6.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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