+2,022.6%
STRL vs BB
-30.6%
+2,053.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | -5.6% | +9.0% | +4.8% |
| 30D | -9.2% | -11.8% | +2.6% | -6.7% |
| 3M | -51.0% | -25.5% | -25.5% | -48.0% |
| 6M | +15.8% | +121.3% | -105.5% | -3.4% |
| YTD | +58.9% | +103.2% | -44.3% | +34.7% |
| 1Y | +68.5% | +102.6% | -34.1% | +43.1% |
| 3Y | +485.2% | +37.5% | +447.7% | +405.5% |
| All | +2,022.6% | -30.6% | +2,053.1% | +1,913.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling