-25.9%
STRL vs BAX
+46.0%
-71.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.0% | -25.4% | -21.4% |
| 7D | -27.1% | +4.1% | -31.1% | -27.1% |
| 30D | -45.8% | +9.4% | -55.2% | -45.7% |
| 3M | -47.6% | -6.5% | -41.1% | -47.4% |
| 6M | -46.4% | +59.6% | -106.0% | -48.7% |
| YTD | -7.4% | +38.9% | -46.2% | -9.6% |
| 1Y | -25.9% | +48.0% | -73.9% | -26.9% |
| All | -25.9% | +46.0% | -71.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling