-10.5%
STRL vs SYY
+5.3%
-15.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.1% |
| 7D | +15.7% | +0.3% | +15.3% | +15.6% |
| 30D | -35.5% | -4.8% | -30.7% | -35.1% |
| 3M | -47.1% | -7.1% | -40.1% | -46.6% |
| 6M | -65.8% | +6.8% | -72.6% | -67.7% |
| YTD | -4.5% | +7.7% | -12.2% | +0.4% |
| 1Y | -10.5% | +5.7% | -16.2% | -8.1% |
| All | -10.5% | +5.3% | -15.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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