-24.4%
STRL vs STT
+47.3%
-71.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.2% | +11.8% | +11.1% |
| 7D | -13.3% | +0.9% | -14.3% | -14.1% |
| 30D | -43.3% | -2.3% | -41.0% | -41.4% |
| 3M | -46.9% | -7.0% | -39.9% | -42.1% |
| 6M | -65.6% | +15.5% | -81.1% | -69.3% |
| YTD | -5.1% | +35.6% | -40.7% | -28.9% |
| All | -24.4% | +47.3% | -71.7% | -49.6% |
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