+3,877.5%
STRL vs BAH
+210.6%
+3,666.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -19.8% | +0.5% | -20.3% | -20.0% |
| 30D | -43.6% | +18.2% | -61.8% | -45.7% |
| 3M | -45.2% | +13.1% | -58.3% | -47.1% |
| 6M | -65.7% | +15.2% | -80.9% | -67.4% |
| YTD | -5.4% | +6.0% | -11.4% | -10.2% |
| 1Y | -24.7% | +3.1% | -27.8% | -28.0% |
| 3Y | +335.0% | -26.2% | +361.2% | +351.1% |
| 5Y | +915.3% | +9.3% | +906.0% | +763.5% |
| 10Y | +3,877.5% | +212.3% | +3,665.2% | +2,317.3% |
| All | +3,877.5% | +210.6% | +3,666.9% | +2,317.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling