+26.6%
BA vs STRL
+3,927.3%
-3,900.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | 0.0% | -19.8% | +19.9% | +3.9% |
| 30D | -8.9% | -43.6% | +34.6% | +2.4% |
| 3M | -25.5% | -45.2% | +19.7% | -16.3% |
| 6M | -27.0% | -65.7% | +38.8% | -10.5% |
| YTD | -20.1% | -5.4% | -14.7% | -30.4% |
| 1Y | -11.0% | -24.7% | +13.7% | -17.9% |
| 3Y | -11.8% | +335.0% | -346.9% | -58.8% |
| 5Y | -20.6% | +915.3% | -935.9% | -74.6% |
| 10Y | +26.6% | +3,877.5% | -3,850.9% | -74.6% |
| All | +26.6% | +3,927.3% | -3,900.6% | -74.6% |
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 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