+104.4%
U vs STRL
+15.4%
+89.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -1.2% |
| 7D | -3.8% | +3.4% | -7.2% | -3.9% |
| 30D | +17.5% | -9.2% | +26.7% | +17.6% |
| 3M | +38.7% | -51.0% | +89.8% | +41.1% |
| 6M | +104.4% | +15.8% | +88.6% | +98.5% |
| All | +104.4% | +15.4% | +89.1% | +98.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling