-12.3%
BA vs STRL
-22.3%
+10.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -0.6% | +23.4% | -24.0% | -1.9% |
| 30D | -8.0% | -39.5% | +31.5% | -5.1% |
| 3M | -25.8% | -45.1% | +19.3% | -23.1% |
| 6M | -27.6% | -64.6% | +37.0% | -23.0% |
| YTD | -21.0% | -1.5% | -19.5% | -26.8% |
| 1Y | -12.3% | -20.8% | +8.5% | -16.8% |
| All | -12.3% | -22.3% | +10.0% | -16.8% |
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