-8.0%
T vs STRL
-26.3%
+18.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +15.0% | -14.2% | +1.8% |
| 7D | +1.7% | -13.3% | +15.0% | +1.0% |
| 30D | -1.7% | -43.3% | +41.6% | -5.0% |
| 3M | -7.3% | -46.9% | +39.5% | -10.5% |
| 6M | -11.2% | -65.6% | +54.4% | -15.8% |
| YTD | -8.1% | -5.1% | -3.0% | -6.4% |
| All | -8.0% | -26.3% | +18.3% | -7.4% |
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