+62.0%
BMY vs STRL
+7,463.3%
-7,401.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -3.3% |
| 7D | -3.3% | +10.1% | -13.4% | -3.8% |
| 30D | 0.0% | -8.2% | +8.2% | +0.3% |
| 3M | +17.7% | -43.7% | +61.4% | +20.3% |
| 6M | +9.6% | +27.1% | -17.5% | +5.9% |
| YTD | +24.0% | +64.0% | -40.0% | +17.8% |
| 1Y | +45.1% | +75.2% | -30.1% | +36.4% |
| 3Y | +22.5% | +539.9% | -517.4% | +0.4% |
| 5Y | +22.3% | +2,133.0% | -2,110.7% | -14.3% |
| 10Y | +62.0% | +7,178.3% | -7,116.3% | -7.6% |
| All | +62.0% | +7,463.3% | -7,401.3% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling