+932.4%
BSX vs STRL
+17,134.3%
-16,201.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -2.0% |
| 7D | -1.0% | +23.4% | -24.4% | -2.0% |
| 30D | +2.1% | -39.5% | +41.6% | +4.1% |
| 3M | -14.0% | -45.1% | +31.0% | -12.0% |
| 6M | -18.3% | -64.6% | +46.3% | -15.1% |
| YTD | -53.6% | -1.5% | -52.1% | -54.7% |
| 1Y | -57.6% | -20.8% | -36.8% | -58.2% |
| 3Y | -14.3% | +353.1% | -367.4% | -23.8% |
| 5Y | +5.1% | +942.9% | -937.8% | -11.1% |
| 10Y | +105.6% | +3,847.6% | -3,742.1% | +60.5% |
| All | +932.4% | +17,134.3% | -16,201.9% | +530.6% |
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 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