+365.4%
STX vs STRL
+76.3%
+289.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.8% | +0.6% | +4.1% |
| 7D | +2.4% | +3.4% | -1.0% | +1.0% |
| 30D | +1.4% | -9.2% | +10.6% | +5.6% |
| 3M | -8.2% | -51.0% | +42.8% | +18.4% |
| 6M | +127.0% | +15.8% | +111.3% | +103.7% |
| YTD | +209.1% | +58.9% | +150.3% | +133.2% |
| 1Y | +365.4% | +68.5% | +296.9% | +267.3% |
| All | +365.4% | +76.3% | +289.2% | +267.3% |
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