+71.6%
STX vs STRL
-26.6%
+98.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -17.3% | -19.8% | +2.5% | -10.2% |
| 30D | -35.9% | -43.6% | +7.6% | -20.6% |
| 3M | -37.3% | -45.2% | +7.9% | -22.0% |
| 6M | -35.8% | -65.7% | +29.9% | -6.1% |
| YTD | +82.7% | -5.4% | +88.2% | +63.7% |
| 1Y | +71.6% | -24.7% | +96.3% | +72.5% |
| All | +71.6% | -26.6% | +98.2% | +72.5% |
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