+7,178.3%
STRL vs BAX
-36.7%
+7,215.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +7.0% | +4.1% |
| 7D | +10.1% | -2.4% | +12.5% | +10.7% |
| 30D | -8.2% | -9.7% | +1.5% | -6.1% |
| 3M | -43.7% | +29.3% | -73.0% | -48.0% |
| 6M | +27.1% | +40.7% | -13.6% | +14.5% |
| YTD | +64.0% | +30.3% | +33.7% | +48.9% |
| 1Y | +75.2% | +3.4% | +71.8% | +68.8% |
| 3Y | +539.9% | -32.0% | +571.9% | +570.2% |
| 5Y | +2,133.0% | -66.9% | +2,199.9% | +2,998.5% |
| 10Y | +7,178.3% | -37.1% | +7,215.3% | +8,112.6% |
| All | +7,178.3% | -36.7% | +7,215.0% | +8,112.6% |
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