-4.7%
BAC vs STRL
-22.3%
+17.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +1.5% | +23.4% | -21.9% | +0.5% |
| 30D | -6.4% | -39.5% | +33.1% | -4.6% |
| 3M | -21.7% | -45.1% | +23.4% | -19.9% |
| 6M | +0.5% | -64.6% | +65.1% | +4.3% |
| YTD | -6.7% | -1.5% | -5.2% | -12.0% |
| 1Y | -4.7% | -20.8% | +16.1% | -7.8% |
| All | -4.7% | -22.3% | +17.6% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling