-5.3%
BAC vs STRL
-38.5%
+33.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.8% |
| 7D | -1.2% | -26.9% | +25.7% | -0.2% |
| 30D | -7.7% | -52.7% | +45.0% | -4.8% |
| 3M | -21.2% | -52.8% | +31.7% | -18.8% |
| 6M | -6.8% | -71.5% | +64.6% | -2.3% |
| YTD | -8.7% | -17.4% | +8.7% | -13.1% |
| 1Y | -5.3% | -35.0% | +29.7% | -7.3% |
| All | -5.3% | -38.5% | +33.2% | -7.3% |
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 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