+18.0%
BAC vs STRL
+779.4%
-761.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | -1.2% | -26.9% | +25.7% | +1.9% |
| 30D | -7.7% | -52.7% | +45.0% | +0.3% |
| 3M | -21.2% | -52.8% | +31.7% | -14.6% |
| 6M | -6.8% | -71.5% | +64.6% | +6.0% |
| YTD | -8.7% | -17.4% | +8.7% | -14.7% |
| 1Y | -5.3% | -35.0% | +29.7% | -8.2% |
| 3Y | +87.4% | +239.2% | -151.8% | +20.5% |
| All | +18.0% | +779.4% | -761.4% | -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