+18.4%
U vs STRL
-30.1%
+48.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -21.5% | +26.3% | +6.8% |
| 7D | +7.5% | -27.1% | +34.5% | +10.3% |
| 30D | -7.0% | -45.8% | +38.7% | -1.8% |
| 3M | +20.6% | -47.6% | +68.2% | +27.4% |
| 6M | +53.2% | -46.4% | +99.6% | +55.9% |
| YTD | -3.9% | -7.4% | +3.5% | -24.4% |
| 1Y | +18.4% | -25.9% | +44.2% | +8.3% |
| All | +18.4% | -30.1% | +48.5% | +8.3% |
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