+19,359.6%
STRL vs BAX
+632.3%
+18,727.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.5% |
| 7D | +3.4% | -1.1% | +4.5% | +3.7% |
| 30D | -9.2% | -5.5% | -3.8% | -8.3% |
| 3M | -51.0% | +33.5% | -84.6% | -54.4% |
| 6M | +15.8% | +35.9% | -20.1% | +7.4% |
| YTD | +58.9% | +35.4% | +23.5% | +46.2% |
| 1Y | +68.5% | +9.8% | +58.8% | +61.5% |
| 3Y | +485.2% | -32.7% | +517.9% | +506.5% |
| 5Y | +2,005.1% | -65.6% | +2,070.7% | +2,403.4% |
| 10Y | +7,118.0% | -34.9% | +7,152.9% | +7,457.0% |
| All | +19,359.6% | +632.3% | +18,727.3% | +16,971.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling