+1,275.5%
BAC vs STRL
+10,012.8%
-8,737.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.9% |
| 7D | -1.2% | -26.9% | +25.7% | +0.8% |
| 30D | -7.7% | -52.7% | +45.0% | -2.9% |
| 3M | -21.2% | -52.8% | +31.7% | -17.2% |
| 6M | -6.8% | -71.5% | +64.6% | +0.6% |
| YTD | -8.7% | -17.4% | +8.7% | -10.0% |
| 1Y | -5.3% | -35.0% | +29.7% | -5.2% |
| 3Y | +87.4% | +239.2% | -151.8% | +62.9% |
| 5Y | +18.9% | +830.2% | -811.3% | -4.5% |
| 10Y | +273.3% | +3,574.7% | -3,301.4% | +170.5% |
| All | +1,275.5% | +10,012.8% | -8,737.3% | +892.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling