-69.7%
STRL vs STT
+11.6%
-81.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.7% | -9.1% | -6.8% |
| 7D | -34.6% | -4.9% | -29.7% | -29.3% |
| 30D | -56.7% | -6.0% | -50.7% | -52.2% |
| 3M | -54.4% | -11.7% | -42.8% | -45.2% |
| 6M | -69.7% | +11.7% | -81.4% | -74.8% |
| All | -69.7% | +11.6% | -81.3% | -74.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling