+3,877.1%
STRL vs BAX
-35.7%
+3,912.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +7.1% | -0.6% | +7.7% | +7.4% |
| 30D | -39.4% | +6.3% | -45.7% | -40.4% |
| 3M | -43.0% | -4.6% | -38.4% | -42.6% |
| 6M | -65.0% | +50.4% | -115.4% | -69.1% |
| YTD | -0.8% | +38.0% | -38.8% | -11.4% |
| 1Y | -20.3% | +44.6% | -64.9% | -30.0% |
| 3Y | +356.5% | -15.1% | +371.6% | +345.1% |
| 5Y | +952.8% | -63.3% | +1,016.1% | +1,312.2% |
| 10Y | +3,877.1% | -34.4% | +3,911.5% | +4,770.7% |
| All | +3,877.1% | -35.7% | +3,912.8% | +4,770.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling