+20.6%
BAC vs STRL
+975.2%
-954.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.6% |
| 7D | -1.9% | +7.1% | -9.0% | -2.8% |
| 30D | -7.2% | -39.4% | +32.2% | -2.2% |
| 3M | -20.4% | -43.0% | +22.5% | -15.8% |
| 6M | +1.3% | -65.0% | +66.3% | +12.4% |
| YTD | -6.4% | -0.8% | -5.6% | -14.5% |
| 1Y | -3.5% | -20.3% | +16.8% | -8.9% |
| 3Y | +96.7% | +356.5% | -259.8% | +20.6% |
| 5Y | +20.6% | +952.8% | -932.3% | -48.9% |
| All | +20.6% | +975.2% | -954.6% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling