+2,063.1%
STRL vs BBWI
-65.7%
+2,128.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +2.9% | +5.1% |
| 7D | +3.4% | +1.5% | +1.9% | +3.0% |
| 30D | -9.2% | -5.2% | -4.1% | -8.4% |
| 3M | -51.0% | +11.1% | -62.2% | -52.8% |
| 6M | +15.8% | -13.4% | +29.1% | +17.9% |
| YTD | +58.9% | +0.1% | +58.8% | +54.4% |
| 1Y | +68.5% | -36.1% | +104.6% | +83.2% |
| 3Y | +485.2% | -44.1% | +529.3% | +529.3% |
| All | +2,063.1% | -65.7% | +2,128.9% | +2,502.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling