+526.2%
STRL vs TEVA
+273.2%
+253.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | -9.0% | -0.4% | -8.6% | -9.0% |
| 3M | -37.1% | +8.2% | -45.3% | -38.5% |
| 6M | +17.8% | +15.3% | +2.5% | +13.2% |
| YTD | +58.3% | +16.5% | +41.9% | +51.8% |
| 1Y | +61.0% | +85.7% | -24.7% | +39.8% |
| All | +526.2% | +273.2% | +253.0% | +344.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling