+1,616.9%
BE vs STRL
+233.5%
+1,383.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +1.4% |
| 7D | -14.7% | -26.9% | +12.2% | +0.9% |
| 30D | -40.5% | -52.7% | +12.1% | -9.7% |
| 3M | -24.3% | -52.8% | +28.5% | +14.9% |
| 6M | -39.3% | -71.5% | +32.2% | +20.2% |
| YTD | +99.4% | -17.4% | +116.8% | +99.6% |
| 1Y | +26.6% | -35.0% | +61.5% | +48.8% |
| 3Y | +1,616.9% | +239.2% | +1,377.7% | +938.7% |
| All | +1,616.9% | +233.5% | +1,383.4% | +938.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling