-55.4%
BSX vs STRL
+76.3%
-131.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +2.0% |
| 7D | +2.0% | +3.4% | -1.3% | +2.2% |
| 30D | +0.1% | -9.2% | +9.4% | -0.2% |
| 3M | -2.1% | -51.0% | +48.9% | -3.9% |
| 6M | -33.8% | +15.8% | -49.6% | -34.9% |
| YTD | -49.9% | +58.9% | -108.7% | -49.3% |
| 1Y | -55.4% | +68.5% | -124.0% | -54.6% |
| All | -55.4% | +76.3% | -131.7% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling