+3,667.8%
STRL vs BAH
+220.7%
+3,447.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +4.3% |
| 7D | -26.9% | -3.5% | -23.4% | -26.5% |
| 30D | -52.7% | +24.3% | -76.9% | -55.1% |
| 3M | -52.8% | +16.3% | -69.2% | -54.8% |
| 6M | -71.5% | +13.6% | -85.1% | -72.9% |
| YTD | -17.4% | +3.5% | -20.9% | -21.4% |
| 1Y | -35.0% | +2.7% | -37.7% | -38.1% |
| 3Y | +239.2% | -26.6% | +265.8% | +250.4% |
| 5Y | +830.2% | +8.5% | +821.6% | +686.1% |
| All | +3,667.8% | +220.7% | +3,447.1% | +1,968.5% |
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