+1,297.5%
BA vs STRL
+11,246.4%
-9,948.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.5% | +23.6% | +3.5% |
| 7D | +5.9% | -27.1% | +33.0% | +7.7% |
| 30D | -8.2% | -45.8% | +37.6% | -5.0% |
| 3M | -25.4% | -47.6% | +22.3% | -22.7% |
| 6M | -20.0% | -46.4% | +26.4% | -18.4% |
| YTD | -18.5% | -7.4% | -11.1% | -19.8% |
| 1Y | -10.6% | -25.9% | +15.2% | -11.1% |
| 3Y | -9.3% | +273.4% | -282.7% | -19.4% |
| 5Y | -16.9% | +944.4% | -961.3% | -30.8% |
| 10Y | +37.9% | +4,023.0% | -3,985.1% | +6.8% |
| All | +1,297.5% | +11,246.4% | -9,948.9% | +893.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling