-13.6%
BKNG vs STRL
-30.1%
+16.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -21.5% | +31.3% | +8.3% |
| 7D | +15.6% | -27.1% | +42.6% | +13.6% |
| 30D | +8.0% | -45.8% | +53.8% | +4.8% |
| 3M | -11.8% | -47.6% | +35.8% | -14.4% |
| 6M | +3.8% | -46.4% | +50.2% | -1.0% |
| YTD | -19.6% | -7.4% | -12.2% | -26.0% |
| 1Y | -13.6% | -25.9% | +12.3% | -18.3% |
| All | -13.6% | -30.1% | +16.5% | -18.3% |
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 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