+15.7%
BND vs STRL
+7,055.3%
-7,039.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -0.1% | +8.2% | -8.3% | -0.2% |
| 30D | -0.2% | -6.3% | +6.1% | -0.2% |
| 3M | -0.7% | -41.2% | +40.5% | -0.5% |
| 6M | -1.7% | +20.4% | -22.0% | -1.8% |
| YTD | -0.5% | +61.7% | -62.2% | -0.7% |
| 1Y | +0.4% | +72.7% | -72.4% | +0.2% |
| 3Y | +13.1% | +530.9% | -517.8% | +12.6% |
| 5Y | -2.1% | +2,125.4% | -2,127.5% | -2.7% |
| 10Y | +15.7% | +7,301.3% | -7,285.6% | +15.5% |
| All | +15.7% | +7,055.3% | -7,039.6% | +15.5% |
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