+142.0%
W vs STRL
+233.5%
-91.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.1% |
| 7D | -3.6% | -26.9% | +23.3% | +0.8% |
| 30D | +7.0% | -52.7% | +59.6% | +21.6% |
| 3M | +7.4% | -52.8% | +60.2% | +21.3% |
| 6M | +69.3% | -71.5% | +140.8% | +108.3% |
| YTD | +11.3% | -17.4% | +28.7% | -8.0% |
| 1Y | +13.2% | -35.0% | +48.2% | +1.0% |
| 3Y | +142.0% | +239.2% | -97.2% | +0.9% |
| All | +142.0% | +233.5% | -91.5% | +0.9% |
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