+42.9%
BMY vs STRL
+72.5%
-29.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | -4.8% | +8.2% | -13.0% | -4.7% |
| 30D | -0.7% | -6.3% | +5.6% | -0.7% |
| 3M | +15.3% | -41.2% | +56.5% | +14.5% |
| 6M | +8.5% | +20.4% | -11.8% | +7.0% |
| YTD | +23.4% | +61.7% | -38.2% | +22.9% |
| 1Y | +42.9% | +72.7% | -29.8% | +41.6% |
| All | +42.9% | +72.5% | -29.6% | +41.6% |
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 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