+103.9%
BP vs STRL
+779.4%
-675.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | -11.6% | -26.9% | +15.3% | -10.3% |
| 30D | 0.0% | -52.7% | +52.7% | +3.6% |
| 3M | +6.7% | -52.8% | +59.6% | +10.4% |
| 6M | +2.2% | -71.5% | +73.6% | +8.0% |
| YTD | +33.0% | -17.4% | +50.4% | +28.1% |
| 1Y | +30.7% | -35.0% | +65.7% | +28.4% |
| 3Y | +44.2% | +239.2% | -195.0% | +10.6% |
| All | +103.9% | +779.4% | -675.5% | +17.9% |
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