+75.2%
STRL vs USFR
+4.0%
+71.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +4.2% |
| 7D | +10.1% | +0.1% | +10.0% | +11.6% |
| 30D | -8.2% | +0.3% | -8.5% | -0.1% |
| 3M | -43.7% | +1.0% | -44.7% | -27.0% |
| 6M | +27.1% | +1.9% | +25.2% | +78.6% |
| YTD | +64.0% | +2.7% | +61.3% | +125.1% |
| 1Y | +75.2% | +4.0% | +71.1% | +233.8% |
| All | +75.2% | +4.0% | +71.2% | +233.8% |
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