+17.9%
BND vs STRL
+4,073.8%
-4,055.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.1% |
| 7D | -0.6% | +7.1% | -7.7% | -0.6% |
| 30D | +1.6% | -39.4% | +40.9% | +1.7% |
| 3M | -0.5% | -43.0% | +42.5% | -0.3% |
| 6M | -1.1% | -65.0% | +63.9% | -0.8% |
| YTD | -0.7% | -0.8% | +0.1% | -0.7% |
| 1Y | -0.7% | -20.3% | +19.6% | -0.7% |
| 3Y | +14.4% | +356.5% | -342.1% | +13.9% |
| 5Y | -1.1% | +952.8% | -953.9% | -1.8% |
| 10Y | +17.9% | +3,877.1% | -3,859.2% | +16.7% |
| All | +17.9% | +4,073.8% | -4,055.9% | +16.7% |
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