+19,706.0%
STRL vs TEVA
+5,352.2%
+14,353.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +8.2% | -1.7% | +9.9% | +8.6% |
| 30D | -6.3% | +2.0% | -8.3% | -6.7% |
| 3M | -41.2% | +7.0% | -48.2% | -42.2% |
| 6M | +20.4% | +17.0% | +3.4% | +16.2% |
| YTD | +61.7% | +18.1% | +43.6% | +55.7% |
| 1Y | +72.7% | +87.2% | -14.5% | +52.1% |
| 3Y | +530.9% | +283.1% | +247.9% | +372.4% |
| 5Y | +2,125.4% | +298.4% | +1,827.0% | +1,507.7% |
| 10Y | +7,301.3% | -23.4% | +7,324.8% | +6,354.0% |
| All | +19,706.0% | +5,352.2% | +14,353.8% | +10,665.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling