+526.2%
STRL vs WYNN
-4.3%
+530.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.3% |
| 7D | +5.4% | -3.4% | +8.8% | +6.9% |
| 30D | -9.0% | -15.4% | +6.4% | -2.6% |
| 3M | -37.1% | -15.8% | -21.3% | -32.7% |
| 6M | +17.8% | -13.5% | +31.3% | +24.9% |
| YTD | +58.3% | -26.0% | +84.3% | +76.6% |
| 1Y | +61.0% | -27.4% | +88.4% | +80.2% |
| All | +526.2% | -4.3% | +530.5% | +489.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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