+251.7%
BAC vs STRL
+4,310.8%
-4,059.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +15.0% | -12.7% | -0.6% |
| 7D | +2.0% | -13.3% | +15.3% | +3.6% |
| 30D | -6.9% | -43.3% | +36.4% | +2.7% |
| 3M | -19.6% | -46.9% | +27.3% | -10.7% |
| 6M | -0.5% | -65.6% | +65.1% | +18.0% |
| YTD | -6.6% | -5.1% | -1.5% | -16.9% |
| 1Y | -3.0% | -23.1% | +20.1% | -9.8% |
| 3Y | +97.3% | +346.8% | -249.5% | +3.0% |
| 5Y | +21.9% | +907.2% | -885.3% | -53.5% |
| 10Y | +251.7% | +3,988.2% | -3,736.5% | -14.5% |
| All | +251.7% | +4,310.8% | -4,059.1% | -14.5% |
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 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