-25.9%
STRL vs BAH
+6.2%
-32.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.5% | -22.9% | -20.7% |
| 7D | -27.1% | +5.8% | -32.8% | -24.6% |
| 30D | -45.8% | +28.7% | -74.5% | -38.2% |
| 3M | -47.6% | +20.9% | -68.5% | -41.6% |
| 6M | -46.4% | +15.2% | -61.6% | -38.6% |
| YTD | -7.4% | +7.1% | -14.4% | +0.7% |
| 1Y | -25.9% | +6.4% | -32.2% | -20.2% |
| All | -25.9% | +6.2% | -32.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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