+177.1%
W vs STRL
+358.3%
-181.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +0.8% |
| 7D | -7.4% | +7.1% | -14.5% | -8.7% |
| 30D | +7.8% | -39.4% | +47.2% | +17.1% |
| 3M | +10.9% | -43.0% | +53.8% | +21.0% |
| 6M | +86.4% | -65.0% | +151.4% | +121.5% |
| YTD | +14.0% | -0.8% | +14.7% | -9.9% |
| 1Y | +3.5% | -20.3% | +23.8% | -12.0% |
| All | +177.1% | +358.3% | -181.2% | +16.5% |
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