+504.0%
STRL vs BAH
-32.2%
+536.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +5.7% |
| 7D | +3.4% | -3.2% | +6.6% | +3.3% |
| 30D | -9.2% | +2.0% | -11.2% | -9.2% |
| 3M | -51.0% | -7.6% | -43.4% | -50.3% |
| 6M | +15.8% | -5.7% | +21.4% | +16.8% |
| YTD | +58.9% | -11.7% | +70.6% | +59.6% |
| 1Y | +68.5% | -27.4% | +95.9% | +76.9% |
| All | +504.0% | -32.2% | +536.2% | +506.4% |
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