+28.3%
BMY vs STRL
+509.6%
-481.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.6% | -1.7% |
| 7D | +0.4% | +3.4% | -3.0% | +0.4% |
| 30D | +5.0% | -9.2% | +14.3% | +4.8% |
| 3M | +19.4% | -51.0% | +70.4% | +17.9% |
| 6M | +9.5% | +15.8% | -6.2% | +9.7% |
| YTD | +28.1% | +58.9% | -30.8% | +29.6% |
| 1Y | +50.0% | +68.5% | -18.5% | +52.2% |
| All | +28.3% | +509.6% | -481.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling