+31.8%
BA vs STRL
+3,580.1%
-3,548.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | -0.3% |
| 7D | +1.1% | -26.9% | +28.0% | +7.5% |
| 30D | -7.9% | -52.7% | +44.7% | +8.2% |
| 3M | -25.3% | -52.8% | +27.5% | -12.8% |
| 6M | -24.6% | -71.5% | +46.9% | -3.3% |
| YTD | -20.1% | -17.4% | -2.7% | -27.9% |
| 1Y | -11.8% | -35.0% | +23.2% | -15.4% |
| 3Y | -10.1% | +239.2% | -249.4% | -55.0% |
| 5Y | -22.7% | +830.2% | -852.9% | -74.8% |
| All | +31.8% | +3,580.1% | -3,548.3% | -73.5% |
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 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