+73.5%
BA vs STRL
+7,064.8%
-6,991.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | -0.6% |
| 7D | +1.2% | +3.4% | -2.2% | +0.3% |
| 30D | -11.6% | -9.2% | -2.4% | -9.8% |
| 3M | -2.4% | -51.0% | +48.7% | +13.5% |
| 6M | -6.6% | +15.8% | -22.4% | -18.2% |
| YTD | -2.2% | +58.9% | -61.1% | -22.5% |
| 1Y | -8.0% | +68.5% | -76.5% | -30.0% |
| 3Y | -5.0% | +485.2% | -490.2% | -56.2% |
| 5Y | -2.7% | +2,005.1% | -2,007.8% | -73.3% |
| All | +73.5% | +7,064.8% | -6,991.3% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling