+15.1%
BND vs STRL
+337.2%
-322.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.0% | -14.9% | 0.0% |
| 7D | +0.4% | -13.3% | +13.8% | +0.4% |
| 30D | +2.0% | -43.3% | +45.3% | +2.2% |
| 3M | -0.4% | -46.9% | +46.5% | -0.1% |
| 6M | -0.9% | -65.6% | +64.7% | -0.5% |
| YTD | -0.3% | -5.1% | +4.7% | -0.4% |
| 1Y | 0.0% | -23.1% | +23.0% | -0.1% |
| 3Y | +15.1% | +346.8% | -331.8% | +13.4% |
| All | +15.1% | +337.2% | -322.1% | +13.4% |
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