+539.5%
STRL vs SU
+120.6%
+418.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | +8.2% | +1.6% | +6.6% | +7.7% |
| 30D | -6.3% | +10.7% | -17.0% | -9.1% |
| 3M | -41.2% | +13.5% | -54.7% | -43.3% |
| 6M | +20.4% | +21.8% | -1.5% | +11.8% |
| YTD | +61.7% | +58.8% | +2.8% | +36.7% |
| 1Y | +72.7% | +72.0% | +0.7% | +41.6% |
| All | +539.5% | +120.6% | +418.9% | +392.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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