+335.0%
STRL vs STT
+180.5%
+154.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | -19.8% | +1.1% | -20.9% | -20.5% |
| 30D | -43.6% | -1.9% | -41.6% | -42.2% |
| 3M | -45.2% | -7.6% | -37.6% | -40.9% |
| 6M | -65.7% | +16.0% | -81.7% | -69.2% |
| YTD | -5.4% | +36.2% | -41.6% | -25.3% |
| 1Y | -24.7% | +46.8% | -71.5% | -43.8% |
| 3Y | +335.0% | +177.8% | +157.2% | +115.2% |
| All | +335.0% | +180.5% | +154.5% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling