+60.1%
BMY vs STRL
+3,697.3%
-3,637.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.8% | +1.9% |
| 7D | +2.1% | +15.7% | -13.6% | +1.5% |
| 30D | +7.0% | -35.5% | +42.5% | +8.5% |
| 3M | -0.9% | -47.1% | +46.3% | +1.2% |
| 6M | +14.9% | -65.8% | +80.7% | +19.1% |
| YTD | +22.8% | -4.5% | +27.3% | +18.8% |
| 1Y | +36.2% | -10.5% | +46.7% | +32.0% |
| 3Y | +45.7% | +340.6% | -294.9% | +19.8% |
| 5Y | +31.3% | +911.0% | -879.8% | -3.5% |
| All | +60.1% | +3,697.3% | -3,637.2% | +1.6% |
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