+91.2%
BSX vs STRL
+7,055.3%
-6,964.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -7.0% | +8.2% | -15.3% | -7.9% |
| 30D | -10.9% | -6.3% | -4.6% | -10.4% |
| 3M | -8.2% | -41.2% | +33.0% | -3.9% |
| 6M | -37.5% | +20.4% | -57.8% | -42.0% |
| YTD | -52.8% | +61.7% | -114.5% | -58.2% |
| 1Y | -58.4% | +72.7% | -131.1% | -64.1% |
| 3Y | -16.5% | +530.9% | -547.5% | -44.3% |
| 5Y | -1.0% | +2,125.4% | -2,126.4% | -48.7% |
| 10Y | +91.2% | +7,301.3% | -7,210.1% | -23.5% |
| All | +91.2% | +7,055.3% | -6,964.1% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling