+1,138.5%
BP vs STRL
+19,359.6%
-18,221.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 6M | +15.5% | +15.8% | -0.3% | +12.7% |
| YTD | +30.8% | +58.9% | -28.0% | +25.3% |
| 1Y | +34.3% | +68.5% | -34.2% | +27.6% |
| 3Y | +35.1% | +485.2% | -450.2% | +17.8% |
| 5Y | +126.8% | +2,005.1% | -1,878.3% | +83.1% |
| 10Y | +123.4% | +7,118.0% | -6,994.6% | +67.8% |
| All | +1,138.5% | +19,359.6% | -18,221.1% | +733.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling