+135.7%
BP vs STRL
+4,073.8%
-3,938.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +0.8% |
| 7D | -0.8% | +7.1% | -7.9% | -2.0% |
| 30D | -3.1% | -39.4% | +36.2% | +2.9% |
| 3M | +6.2% | -43.0% | +49.1% | +13.2% |
| 6M | +4.8% | -65.0% | +69.8% | +18.2% |
| YTD | +35.2% | -0.8% | +35.9% | +22.7% |
| 1Y | +27.4% | -20.3% | +47.7% | +19.7% |
| 3Y | +49.8% | +356.5% | -306.7% | -11.6% |
| 5Y | +109.4% | +952.8% | -843.5% | -6.1% |
| 10Y | +135.7% | +3,877.1% | -3,741.4% | -22.2% |
| All | +135.7% | +4,073.8% | -3,938.1% | -22.2% |
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