-10.6%
BA vs STRL
+222.3%
-232.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.9% | +11.3% | -1.1% |
| 7D | -0.1% | -34.6% | +34.5% | +3.8% |
| 30D | -9.1% | -56.7% | +47.5% | -1.4% |
| 3M | -28.2% | -54.4% | +26.2% | -22.7% |
| 6M | -23.1% | -69.7% | +46.6% | -14.6% |
| YTD | -20.6% | -20.2% | -0.3% | -24.5% |
| 1Y | -12.7% | -40.6% | +27.8% | -13.8% |
| All | -10.6% | +222.3% | -232.9% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling