+13,304.4%
STRL vs BB
+325.0%
+12,979.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.4% |
| 7D | +23.4% | +9.0% | +14.5% | +22.4% |
| 30D | -39.5% | +7.7% | -47.2% | -40.0% |
| 3M | -45.1% | +4.0% | -49.0% | -45.4% |
| 6M | -64.6% | +46.6% | -111.2% | -66.1% |
| YTD | -1.5% | +140.6% | -142.1% | -10.3% |
| 1Y | -20.8% | +103.1% | -123.9% | -26.7% |
| 3Y | +353.1% | +150.5% | +202.6% | +303.4% |
| 5Y | +942.9% | -15.4% | +958.3% | +897.9% |
| 10Y | +3,847.6% | +25.4% | +3,822.2% | +3,291.7% |
| All | +13,304.4% | +325.0% | +12,979.4% | +9,190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling