-1.5%
BAC vs STRL
-30.1%
+28.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -21.5% | +25.4% | +4.7% |
| 7D | +1.5% | -27.1% | +28.6% | +2.6% |
| 30D | -4.4% | -45.8% | +41.4% | -2.1% |
| 3M | -17.5% | -47.6% | +30.1% | -15.5% |
| 6M | -0.1% | -46.4% | +46.4% | +0.6% |
| YTD | -4.6% | -7.4% | +2.7% | -8.2% |
| 1Y | -1.5% | -25.9% | +24.3% | -4.1% |
| All | -1.5% | -30.1% | +28.6% | -4.1% |
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 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