-24.4%
STRL vs BAX
+47.2%
-71.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.4% | +12.6% | +14.9% |
| 7D | -13.3% | +9.0% | -22.4% | -13.5% |
| 30D | -43.3% | +8.5% | -51.8% | -43.3% |
| 3M | -46.9% | -4.1% | -42.8% | -46.7% |
| 6M | -65.6% | +46.9% | -112.5% | -66.5% |
| YTD | -5.1% | +38.4% | -43.5% | -7.6% |
| All | -24.4% | +47.2% | -71.6% | -25.4% |
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