+19.2%
U vs STRL
-26.3%
+45.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +15.0% | -15.1% | -0.8% |
| 7D | +32.3% | -13.3% | +45.7% | +33.0% |
| 30D | +9.7% | -43.3% | +53.0% | +14.2% |
| 3M | +19.6% | -46.9% | +66.5% | +24.6% |
| 6M | +82.6% | -65.6% | +148.2% | +94.9% |
| YTD | +16.4% | -5.1% | +21.5% | -1.7% |
| All | +19.2% | -26.3% | +45.5% | +10.6% |
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