+588.0%
STX vs STRL
+233.5%
+354.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.4% |
| 7D | -28.5% | -26.9% | -1.6% | -20.5% |
| 30D | -42.9% | -52.7% | +9.8% | -26.7% |
| 3M | -45.9% | -52.8% | +6.9% | -31.0% |
| 6M | -41.3% | -71.5% | +30.2% | -12.9% |
| YTD | +67.9% | -17.4% | +85.4% | +74.7% |
| 1Y | +66.5% | -35.0% | +101.5% | +84.9% |
| 3Y | +588.0% | +239.2% | +348.8% | +404.2% |
| All | +588.0% | +233.5% | +354.4% | +404.2% |
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