+504.0%
STRL vs BBWI
-43.7%
+547.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +2.9% | +5.1% |
| 7D | +3.4% | +1.5% | +1.9% | +3.1% |
| 30D | -9.2% | -5.2% | -4.1% | -8.5% |
| 3M | -51.0% | +11.1% | -62.2% | -52.6% |
| 6M | +15.8% | -13.4% | +29.1% | +17.9% |
| YTD | +58.9% | +0.1% | +58.8% | +55.1% |
| 1Y | +68.5% | -36.1% | +104.6% | +83.7% |
| All | +504.0% | -43.7% | +547.8% | +578.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling