+911.5%
BE vs STRL
+3,533.2%
-2,621.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.8% | +1.6% | +4.3% |
| 7D | +20.0% | +3.4% | +16.6% | +17.9% |
| 30D | +7.9% | -9.2% | +17.2% | +13.3% |
| 3M | -13.2% | -51.0% | +37.8% | +26.3% |
| 6M | +53.5% | +15.8% | +37.7% | +30.8% |
| YTD | +191.0% | +58.9% | +132.2% | +108.6% |
| 1Y | +360.5% | +68.5% | +292.0% | +234.2% |
| 3Y | +1,568.0% | +485.2% | +1,082.8% | +515.7% |
| 5Y | +1,055.2% | +2,005.1% | -949.9% | +116.9% |
| All | +911.5% | +3,533.2% | -2,621.8% | +26.3% |
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