+21,521.8%
STRL vs BB
+258.8%
+21,262.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | -5.6% | +9.0% | +4.0% |
| 30D | -9.2% | -11.8% | +2.6% | -8.1% |
| 3M | -51.0% | -25.5% | -25.5% | -49.6% |
| 6M | +15.8% | +121.3% | -105.5% | +6.6% |
| YTD | +58.9% | +103.2% | -44.3% | +47.4% |
| 1Y | +68.5% | +102.6% | -34.1% | +56.4% |
| 3Y | +485.2% | +37.5% | +447.7% | +449.0% |
| 5Y | +2,005.1% | -30.4% | +2,035.5% | +1,953.5% |
| 10Y | +7,118.0% | 0.0% | +7,118.0% | +6,245.4% |
| All | +21,521.8% | +258.8% | +21,262.9% | +15,175.8% |
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