+641.7%
BE vs STRL
+2,062.5%
-1,420.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -13.4% | -19.8% | +6.5% | -3.3% |
| 30D | -33.9% | -43.6% | +9.7% | -10.4% |
| 3M | -12.0% | -45.2% | +33.2% | +21.1% |
| 6M | -29.0% | -65.7% | +36.8% | +24.9% |
| YTD | +113.4% | -5.4% | +118.8% | +101.8% |
| 1Y | +33.2% | -24.7% | +57.9% | +45.2% |
| 3Y | +1,659.2% | +335.0% | +1,324.2% | +677.5% |
| 5Y | +461.4% | +915.3% | -453.9% | +53.2% |
| All | +641.7% | +2,062.5% | -1,420.8% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling