+2,082.1%
STRL vs TEVA
+300.5%
+1,781.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.0% |
| 7D | +5.0% | +2.0% | +3.0% | +4.6% |
| 30D | -6.9% | +1.0% | -7.9% | -7.1% |
| 3M | -39.1% | +7.3% | -46.4% | -40.3% |
| 6M | +21.5% | +21.7% | -0.2% | +15.8% |
| YTD | +66.9% | +18.8% | +48.0% | +59.7% |
| 1Y | +61.6% | +86.5% | -24.8% | +40.8% |
| 3Y | +560.0% | +269.4% | +290.6% | +384.4% |
| All | +2,082.1% | +300.5% | +1,781.5% | +1,328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling