-25.9%
STRL vs TEVA
+106.6%
-132.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.1% | -21.3% | -21.4% |
| 7D | -27.1% | +4.7% | -31.8% | -28.2% |
| 30D | -45.8% | +5.5% | -51.3% | -46.7% |
| 3M | -47.6% | +21.6% | -69.2% | -51.2% |
| 6M | -46.4% | +18.4% | -64.8% | -49.2% |
| YTD | -7.4% | +34.1% | -41.5% | -18.6% |
| 1Y | -25.9% | +104.5% | -130.4% | -48.3% |
| All | -25.9% | +106.6% | -132.4% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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