+239.2%
STRL vs STT
+165.4%
+73.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | -26.9% | -2.5% | -24.4% | -25.2% |
| 30D | -52.7% | -5.0% | -47.7% | -50.2% |
| 3M | -52.8% | -10.5% | -42.4% | -47.7% |
| 6M | -71.5% | +10.0% | -81.5% | -73.2% |
| YTD | -17.4% | +30.7% | -48.1% | -32.7% |
| 1Y | -35.0% | +43.8% | -78.7% | -50.8% |
| 3Y | +239.2% | +168.1% | +71.1% | +49.3% |
| All | +239.2% | +165.4% | +73.9% | +49.3% |
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