+239.2%
STRL vs BAX
-19.9%
+259.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.4% |
| 7D | -26.9% | +12.1% | -39.0% | -27.7% |
| 30D | -52.7% | +7.6% | -60.3% | -53.0% |
| 3M | -52.8% | -4.5% | -48.4% | -52.7% |
| 6M | -71.5% | +52.0% | -123.5% | -73.2% |
| YTD | -17.4% | +35.1% | -52.6% | -21.9% |
| 1Y | -35.0% | +43.7% | -78.7% | -39.1% |
| 3Y | +239.2% | -20.9% | +260.2% | +212.9% |
| All | +239.2% | -19.9% | +259.2% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling