+112.2%
BP vs STRL
+935.0%
-822.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.3% |
| 7D | +2.5% | +23.4% | -20.9% | +1.3% |
| 30D | -5.6% | -39.5% | +33.9% | -3.5% |
| 3M | +8.0% | -45.1% | +53.1% | +10.8% |
| 6M | +5.7% | -64.6% | +70.2% | +10.4% |
| YTD | +36.8% | -1.5% | +38.3% | +30.6% |
| 1Y | +30.7% | -20.8% | +51.5% | +26.9% |
| 3Y | +51.6% | +353.1% | -301.5% | +13.3% |
| 5Y | +112.2% | +942.9% | -830.7% | +22.3% |
| All | +112.2% | +935.0% | -822.8% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling