+24.3%
W vs STRL
-30.1%
+54.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -21.5% | +32.5% | +11.1% |
| 7D | +8.4% | -27.1% | +35.4% | +8.7% |
| 30D | +16.5% | -45.8% | +62.3% | +17.8% |
| 3M | +6.4% | -47.6% | +54.1% | +7.7% |
| 6M | +90.5% | -46.4% | +137.0% | +88.9% |
| YTD | +23.1% | -7.4% | +30.4% | +9.4% |
| 1Y | +24.3% | -25.9% | +50.1% | +13.4% |
| All | +24.3% | -30.1% | +54.4% | +13.4% |
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