+399.1%
BAC vs STRL
+7,193.7%
-6,794.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -1.2% |
| 7D | +1.1% | +3.4% | -2.3% | +0.4% |
| 30D | -0.4% | -9.2% | +8.8% | +1.2% |
| 3M | +16.9% | -51.0% | +67.9% | +32.4% |
| 6M | +26.6% | +15.8% | +10.8% | +13.1% |
| YTD | +15.8% | +58.9% | -43.1% | -5.2% |
| 1Y | +27.2% | +68.5% | -41.4% | +0.4% |
| 3Y | +132.4% | +485.2% | -352.8% | +20.1% |
| 5Y | +72.6% | +2,005.1% | -1,932.5% | -42.8% |
| All | +399.1% | +7,193.7% | -6,794.6% | +9.6% |
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