+698.5%
STX vs STRL
+354.9%
+343.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +16.8% | +23.4% | -6.6% | +8.4% |
| 30D | -27.0% | -39.5% | +12.5% | -13.7% |
| 3M | -37.9% | -45.1% | +7.2% | -24.6% |
| 6M | -32.5% | -64.6% | +32.1% | -6.3% |
| YTD | +98.6% | -1.5% | +100.1% | +93.5% |
| 1Y | +93.6% | -20.8% | +114.4% | +100.6% |
| All | +698.5% | +354.9% | +343.6% | +422.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling