+123.8%
STX vs STRL
-30.1%
+153.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -21.5% | +13.3% | +0.3% |
| 7D | -20.2% | -27.1% | +6.9% | -10.3% |
| 30D | -37.2% | -45.8% | +8.6% | -21.3% |
| 3M | -34.1% | -47.6% | +13.6% | -16.5% |
| 6M | -24.5% | -46.4% | +22.0% | -5.8% |
| YTD | +102.9% | -7.4% | +110.3% | +80.9% |
| 1Y | +123.8% | -25.9% | +149.7% | +126.5% |
| All | +123.8% | -30.1% | +153.9% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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