+1,158.8%
BP vs STRL
+10,012.8%
-8,854.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +6.7% | -52.8% | +59.6% | +10.6% |
| 6M | +2.2% | -71.5% | +73.6% | +8.1% |
| YTD | +33.0% | -17.4% | +50.4% | +31.4% |
| 1Y | +30.7% | -35.0% | +65.7% | +30.6% |
| 3Y | +44.2% | +239.2% | -195.0% | +29.0% |
| 5Y | +105.1% | +830.2% | -725.0% | +72.4% |
| 10Y | +133.5% | +3,574.7% | -3,441.2% | +81.2% |
| All | +1,158.8% | +10,012.8% | -8,854.0% | +774.2% |
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 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