+937.9%
STRL vs BBWI
-67.6%
+1,005.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.5% | -3.4% |
| 7D | +15.7% | +0.1% | +15.5% | +15.7% |
| 30D | -35.5% | +12.9% | -48.3% | -37.7% |
| 3M | -47.1% | +16.0% | -63.1% | -49.6% |
| 6M | -65.8% | +16.6% | -82.4% | -67.7% |
| YTD | -4.5% | +9.7% | -14.3% | -9.9% |
| 1Y | -10.5% | +1.5% | -12.0% | -14.8% |
| 3Y | +340.6% | -21.4% | +362.0% | +328.3% |
| All | +937.9% | -67.6% | +1,005.6% | +1,120.0% |
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