+109.9%
BSX vs STRL
+4,073.8%
-3,963.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -4.0% | +0.5% |
| 7D | -1.5% | +7.1% | -8.6% | -2.3% |
| 30D | +2.9% | -39.4% | +42.3% | +7.2% |
| 3M | -11.8% | -43.0% | +31.1% | -7.9% |
| 6M | -15.4% | -65.0% | +49.6% | -8.2% |
| YTD | -52.7% | -0.8% | -51.9% | -56.5% |
| 1Y | -56.0% | -20.3% | -35.7% | -58.5% |
| 3Y | -12.5% | +356.5% | -369.0% | -41.1% |
| 5Y | +7.6% | +952.8% | -945.3% | -40.0% |
| 10Y | +109.9% | +3,877.1% | -3,767.2% | -11.8% |
| All | +109.9% | +4,073.8% | -3,963.9% | -11.8% |
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 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