+61.6%
STRL vs TEVA
+89.1%
-27.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +4.7% |
| 7D | +5.0% | +2.0% | +3.0% | +4.4% |
| 30D | -6.9% | +1.0% | -7.9% | -7.3% |
| 3M | -39.1% | +7.3% | -46.4% | -40.5% |
| 6M | +21.5% | +21.7% | -0.2% | +11.7% |
| YTD | +66.9% | +18.8% | +48.0% | +54.6% |
| 1Y | +61.6% | +86.5% | -24.8% | +27.9% |
| All | +61.6% | +89.1% | -27.5% | +27.9% |
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