+233.0%
BAC vs STRL
+4,073.8%
-3,840.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -1.0% |
| 7D | -1.9% | +7.1% | -9.0% | -3.5% |
| 30D | -7.2% | -39.4% | +32.2% | +1.1% |
| 3M | -20.4% | -43.0% | +22.5% | -12.9% |
| 6M | +1.3% | -65.0% | +66.3% | +19.7% |
| YTD | -6.4% | -0.8% | -5.6% | -17.4% |
| 1Y | -3.5% | -20.3% | +16.8% | -10.9% |
| 3Y | +96.7% | +356.5% | -259.8% | +2.6% |
| 5Y | +20.6% | +952.8% | -932.3% | -54.3% |
| 10Y | +233.0% | +3,877.1% | -3,644.1% | -18.3% |
| All | +233.0% | +4,073.8% | -3,840.7% | -18.3% |
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