+263.2%
BAC vs STRL
+3,580.1%
-3,316.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | -1.2% | -26.9% | +25.7% | +4.0% |
| 30D | -7.7% | -52.7% | +45.0% | +5.9% |
| 3M | -21.2% | -52.8% | +31.7% | -10.1% |
| 6M | -6.8% | -71.5% | +64.6% | +14.9% |
| YTD | -8.7% | -17.4% | +8.7% | -16.4% |
| 1Y | -5.3% | -35.0% | +29.7% | -8.7% |
| 3Y | +87.4% | +239.2% | -151.8% | +4.1% |
| 5Y | +18.9% | +830.2% | -811.3% | -54.4% |
| All | +263.2% | +3,580.1% | -3,316.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling