+8.0%
U vs STRL
+484.5%
-476.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -2.0% |
| 7D | -3.8% | +3.4% | -7.2% | -4.4% |
| 30D | +17.5% | -9.2% | +26.7% | +19.1% |
| 3M | +38.7% | -51.0% | +89.8% | +55.9% |
| 6M | +104.4% | +15.8% | +88.6% | +79.9% |
| YTD | -5.7% | +58.9% | -64.5% | -25.3% |
| 1Y | +3.7% | +68.5% | -64.8% | -19.4% |
| All | +8.0% | +484.5% | -476.5% | -43.3% |
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 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