+7,282.2%
STRL vs BAH
+185.0%
+7,097.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +6.1% |
| 7D | +3.4% | -3.2% | +6.6% | +4.2% |
| 30D | -9.2% | +2.0% | -11.2% | -9.9% |
| 3M | -51.0% | -7.6% | -43.4% | -50.4% |
| 6M | +15.8% | -5.7% | +21.4% | +14.8% |
| YTD | +58.9% | -11.7% | +70.6% | +58.0% |
| 1Y | +68.5% | -27.4% | +95.9% | +78.8% |
| 3Y | +485.2% | -32.5% | +517.8% | +509.8% |
| 5Y | +2,005.1% | -3.3% | +2,008.4% | +1,713.1% |
| All | +7,282.2% | +185.0% | +7,097.3% | +3,739.6% |
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