+504.0%
STRL vs BAX
-32.5%
+536.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.7% |
| 7D | +3.4% | -1.1% | +4.5% | +3.5% |
| 30D | -9.2% | -5.5% | -3.8% | -8.8% |
| 3M | -51.0% | +33.5% | -84.6% | -52.7% |
| 6M | +15.8% | +35.9% | -20.1% | +10.7% |
| YTD | +58.9% | +35.4% | +23.5% | +51.2% |
| 1Y | +68.5% | +9.8% | +58.8% | +64.1% |
| All | +504.0% | -32.5% | +536.5% | +486.8% |
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