+340.6%
STRL vs TECH
+29.6%
+311.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | +15.7% | +0.1% | +15.5% | +15.6% |
| 30D | -35.5% | +0.5% | -36.0% | -35.5% |
| 3M | -47.1% | +1.1% | -48.2% | -47.3% |
| 6M | -65.8% | +62.8% | -128.6% | -69.9% |
| YTD | -4.5% | +24.5% | -29.0% | -11.6% |
| 1Y | -10.5% | +20.6% | -31.1% | -16.4% |
| 3Y | +340.6% | +29.5% | +311.1% | +318.5% |
| All | +340.6% | +29.6% | +311.0% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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