-25.9%
STRL vs USFR
+4.1%
-29.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | 0.0% | -21.5% | -21.5% |
| 7D | -27.1% | +0.1% | -27.2% | -25.8% |
| 30D | -45.8% | +0.4% | -46.2% | -42.2% |
| 3M | -47.6% | +1.1% | -48.7% | -36.2% |
| 6M | -46.4% | +2.0% | -48.5% | -24.8% |
| YTD | -7.4% | +3.4% | -10.7% | -8.2% |
| 1Y | -25.9% | +4.1% | -29.9% | -55.7% |
| All | -25.9% | +4.1% | -29.9% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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