-16.5%
BSX vs STRL
+531.3%
-547.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.2% | -9.1% | -6.0% |
| 7D | -6.4% | +10.1% | -16.6% | -6.7% |
| 30D | -8.8% | -8.2% | -0.6% | -8.6% |
| 3M | -7.6% | -43.7% | +36.1% | -6.1% |
| 6M | -37.0% | +27.1% | -64.1% | -39.9% |
| YTD | -52.8% | +64.0% | -116.8% | -56.0% |
| 1Y | -58.4% | +75.2% | -133.6% | -61.9% |
| 3Y | -16.5% | +539.9% | -556.4% | -34.5% |
| All | -16.5% | +531.3% | -547.8% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling