-25.9%
STRL vs BBWI
+2.4%
-28.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.1% | -25.6% | -21.7% |
| 7D | -27.1% | +8.8% | -35.8% | -27.7% |
| 30D | -45.8% | +34.8% | -80.6% | -47.8% |
| 3M | -47.6% | +12.9% | -60.6% | -48.5% |
| 6M | -46.4% | +29.6% | -76.0% | -48.6% |
| YTD | -7.4% | +20.8% | -28.1% | -9.8% |
| 1Y | -25.9% | +4.1% | -29.9% | -26.6% |
| All | -25.9% | +2.4% | -28.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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