+340.6%
STRL vs BAX
-18.0%
+358.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.3% | -3.1% |
| 7D | +15.7% | +0.1% | +15.6% | +15.7% |
| 30D | -35.5% | +4.1% | -39.5% | -35.7% |
| 3M | -47.1% | -4.5% | -42.6% | -46.9% |
| 6M | -65.8% | +49.2% | -115.0% | -67.6% |
| YTD | -4.5% | +35.2% | -39.8% | -9.5% |
| 1Y | -10.5% | +38.3% | -48.8% | -15.5% |
| 3Y | +340.6% | -19.0% | +359.7% | +316.1% |
| All | +340.6% | -18.0% | +358.6% | +316.1% |
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