+76.2%
BND vs STRL
+1,410.0%
-1,333.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.0% | -14.9% | +0.1% |
| 7D | +0.4% | -13.3% | +13.8% | +0.4% |
| 30D | +2.0% | -43.3% | +45.3% | +1.9% |
| 3M | -0.4% | -46.9% | +46.5% | -0.5% |
| 6M | -0.9% | -65.6% | +64.7% | -1.1% |
| YTD | -0.3% | -5.1% | +4.7% | -0.2% |
| 1Y | 0.0% | -23.1% | +23.0% | +0.1% |
| 3Y | +15.1% | +346.8% | -331.8% | +16.2% |
| 5Y | -1.5% | +907.2% | -908.7% | -0.1% |
| 10Y | +17.6% | +3,988.2% | -3,970.6% | +20.9% |
| All | +76.2% | +1,410.0% | -1,333.8% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling