+239.2%
STRL vs BAH
-26.3%
+265.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.0% |
| 7D | -26.9% | -3.5% | -23.4% | -27.1% |
| 30D | -52.7% | +24.3% | -76.9% | -51.8% |
| 3M | -52.8% | +16.3% | -69.2% | -52.1% |
| 6M | -71.5% | +13.6% | -85.1% | -70.7% |
| YTD | -17.4% | +3.5% | -20.9% | -15.8% |
| 1Y | -35.0% | +2.7% | -37.7% | -33.6% |
| 3Y | +239.2% | -26.6% | +265.8% | +252.1% |
| All | +239.2% | -26.3% | +265.5% | +252.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling