+3,988.2%
STRL vs BBWI
-41.3%
+4,029.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.9% | +13.1% | +14.5% |
| 7D | -13.3% | -6.2% | -7.2% | -12.1% |
| 30D | -43.3% | +25.5% | -68.8% | -47.0% |
| 3M | -46.9% | +8.0% | -54.8% | -48.6% |
| 6M | -65.6% | +12.7% | -78.3% | -67.4% |
| YTD | -5.1% | +11.6% | -16.7% | -11.3% |
| 1Y | -23.1% | -0.9% | -22.2% | -26.7% |
| 3Y | +346.8% | -22.7% | +369.5% | +334.6% |
| 5Y | +907.2% | -67.2% | +974.3% | +1,078.9% |
| 10Y | +3,988.2% | -43.7% | +4,031.9% | +3,439.7% |
| All | +3,988.2% | -41.3% | +4,029.5% | +3,439.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling