+1,076.1%
BE vs STRL
+2,010.6%
-934.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.8% | +1.6% | +4.1% |
| 7D | +20.0% | +3.4% | +16.6% | +17.8% |
| 30D | +7.9% | -9.2% | +17.2% | +13.6% |
| 3M | -13.2% | -51.0% | +37.8% | +28.8% |
| 6M | +53.5% | +15.8% | +37.7% | +28.0% |
| YTD | +191.0% | +58.9% | +132.2% | +99.2% |
| 1Y | +360.5% | +68.5% | +292.0% | +220.7% |
| 3Y | +1,568.0% | +485.2% | +1,082.8% | +453.7% |
| All | +1,076.1% | +2,010.6% | -934.4% | +42.5% |
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