+128.6%
BP vs STRL
+2,010.6%
-1,882.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | +0.2% |
| 7D | +3.9% | +3.4% | +0.5% | +3.7% |
| 30D | +7.6% | -9.2% | +16.9% | +8.1% |
| 3M | +0.7% | -51.0% | +51.7% | +4.3% |
| 6M | +15.5% | +15.8% | -0.3% | +11.4% |
| YTD | +30.8% | +58.9% | -28.0% | +22.2% |
| 1Y | +34.3% | +68.5% | -34.2% | +23.6% |
| 3Y | +35.1% | +485.2% | -450.2% | +1.9% |
| All | +128.6% | +2,010.6% | -1,882.0% | +21.4% |
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