+32.9%
W vs STRL
+484.5%
-451.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.2% | +1.3% |
| 7D | -4.2% | +3.4% | -7.6% | -4.9% |
| 30D | -7.6% | -9.2% | +1.7% | -5.8% |
| 3M | +37.2% | -51.0% | +88.2% | +58.6% |
| 6M | +26.3% | +15.8% | +10.6% | +5.9% |
| YTD | -1.0% | +58.9% | -59.8% | -27.2% |
| 1Y | +20.1% | +68.5% | -48.4% | -17.4% |
| All | +32.9% | +484.5% | -451.6% | -54.5% |
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 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