-29.8%
STRL vs SUNB
+15.8%
-45.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +3.2% |
| 7D | +7.1% | +3.2% | +3.9% | +5.3% |
| 30D | -39.4% | +10.3% | -49.6% | -42.2% |
| 3M | -43.0% | +3.9% | -46.8% | -43.7% |
| 6M | -65.0% | +17.5% | -82.5% | -68.3% |
| All | -29.8% | +15.8% | -45.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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