-23.1%
BA vs STRL
+788.2%
-811.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.9% | +11.3% | -0.5% |
| 7D | -0.1% | -34.6% | +34.5% | +5.6% |
| 30D | -9.1% | -56.7% | +47.5% | +2.2% |
| 3M | -28.2% | -54.4% | +26.2% | -20.2% |
| 6M | -23.1% | -69.7% | +46.6% | -10.5% |
| YTD | -20.6% | -20.2% | -0.3% | -26.2% |
| 1Y | -12.7% | -40.6% | +27.8% | -14.3% |
| 3Y | -11.6% | +221.7% | -233.2% | -47.7% |
| 5Y | -23.1% | +799.0% | -822.1% | -74.1% |
| All | -23.1% | +788.2% | -811.3% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling