-20.8%
STRL vs BAX
+40.9%
-61.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.7% |
| 7D | +23.4% | +0.4% | +23.1% | +23.4% |
| 30D | -39.5% | +3.4% | -42.9% | -39.4% |
| 3M | -45.1% | -4.5% | -40.6% | -44.8% |
| 6M | -64.6% | +44.0% | -108.6% | -65.6% |
| YTD | -1.5% | +34.9% | -36.4% | -4.2% |
| 1Y | -20.8% | +37.9% | -58.7% | -22.5% |
| All | -20.8% | +40.9% | -61.7% | -22.5% |
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