+75.2%
STRL vs BB
+102.8%
-27.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.5% |
| 7D | +10.1% | +0.5% | +9.6% | +9.9% |
| 30D | -8.2% | -12.4% | +4.2% | -4.2% |
| 3M | -43.7% | -15.3% | -28.4% | -40.9% |
| 6M | +27.1% | +128.8% | -101.7% | -3.1% |
| YTD | +64.0% | +107.7% | -43.7% | +29.7% |
| 1Y | +75.2% | +103.9% | -28.7% | +49.6% |
| All | +75.2% | +102.8% | -27.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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