+127.7%
BP vs STRL
+4,310.8%
-4,183.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +15.0% | -14.8% | -1.9% |
| 7D | -6.9% | -13.3% | +6.5% | -5.6% |
| 30D | -3.6% | -43.3% | +39.7% | +3.4% |
| 3M | +8.4% | -46.9% | +55.3% | +16.8% |
| 6M | +5.3% | -65.6% | +70.9% | +19.0% |
| YTD | +33.2% | -5.1% | +38.2% | +21.7% |
| 1Y | +28.2% | -23.1% | +51.2% | +21.0% |
| 3Y | +49.2% | +346.8% | -297.6% | -11.6% |
| 5Y | +102.9% | +907.2% | -804.3% | -8.1% |
| 10Y | +127.7% | +3,988.2% | -3,860.5% | -21.2% |
| All | +127.7% | +4,310.8% | -4,183.1% | -21.2% |
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