+3,988.2%
STRL vs BAH
+218.8%
+3,769.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.6% | +13.4% | +14.7% |
| 7D | -13.3% | -1.5% | -11.8% | -13.2% |
| 30D | -43.3% | +17.3% | -60.6% | -45.4% |
| 3M | -46.9% | +14.9% | -61.7% | -48.9% |
| 6M | -65.6% | +14.2% | -79.8% | -67.2% |
| YTD | -5.1% | +5.1% | -10.2% | -9.7% |
| 1Y | -23.1% | +2.1% | -25.2% | -26.3% |
| 3Y | +346.8% | -26.0% | +372.8% | +361.8% |
| 5Y | +907.2% | +9.0% | +898.2% | +756.0% |
| 10Y | +3,988.2% | +208.8% | +3,779.4% | +2,436.6% |
| All | +3,988.2% | +218.8% | +3,769.4% | +2,436.6% |
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