+237.7%
BAC vs STRL
+3,927.3%
-3,689.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +2.1% | -19.8% | +21.9% | +5.4% |
| 30D | -6.7% | -43.6% | +36.9% | +3.1% |
| 3M | -20.2% | -45.2% | +25.0% | -11.9% |
| 6M | -0.2% | -65.7% | +65.5% | +18.3% |
| YTD | -6.4% | -5.4% | -0.9% | -16.6% |
| 1Y | -3.1% | -24.7% | +21.6% | -9.4% |
| 3Y | +96.7% | +335.0% | -238.3% | +3.6% |
| 5Y | +21.3% | +915.3% | -894.0% | -53.8% |
| 10Y | +237.7% | +3,877.5% | -3,639.8% | -16.8% |
| All | +237.7% | +3,927.3% | -3,689.5% | -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