+418.8%
BE vs STRL
+73.8%
+344.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.2% | +6.4% | +7.7% |
| 7D | +29.8% | +10.1% | +19.7% | +22.8% |
| 30D | +26.4% | -8.2% | +34.6% | +32.9% |
| 3M | +9.3% | -43.7% | +53.0% | +52.0% |
| 6M | +105.1% | +27.1% | +78.0% | +45.3% |
| YTD | +219.0% | +64.0% | +155.1% | +63.4% |
| 1Y | +418.8% | +75.2% | +343.6% | +194.4% |
| All | +418.8% | +73.8% | +344.9% | +194.4% |
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