+2,133.0%
STRL vs BBWI
-66.8%
+2,199.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.4% | +4.0% |
| 7D | +10.1% | +1.6% | +8.5% | +9.7% |
| 30D | -8.2% | -6.2% | -2.0% | -7.1% |
| 3M | -43.7% | +4.3% | -48.0% | -44.9% |
| 6M | +27.1% | -7.2% | +34.3% | +27.0% |
| YTD | +64.0% | -3.0% | +67.0% | +60.6% |
| 1Y | +75.2% | -30.8% | +105.9% | +86.0% |
| 3Y | +539.9% | -43.4% | +583.3% | +584.2% |
| 5Y | +2,133.0% | -66.7% | +2,199.7% | +2,606.6% |
| All | +2,133.0% | -66.8% | +2,199.8% | +2,606.6% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling