-10.6%
BA vs STRL
-30.1%
+19.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.5% | +23.6% | +3.4% |
| 7D | +5.9% | -27.1% | +33.0% | +7.8% |
| 30D | -8.2% | -45.8% | +37.6% | -4.5% |
| 3M | -25.4% | -47.6% | +22.3% | -22.3% |
| 6M | -20.0% | -46.4% | +26.4% | -18.8% |
| YTD | -18.5% | -7.4% | -11.1% | -23.8% |
| 1Y | -10.6% | -25.9% | +15.2% | -14.6% |
| All | -10.6% | -30.1% | +19.5% | -14.6% |
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