+10,012.8%
STRL vs BBWI
+618.4%
+9,394.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.7% | +4.2% |
| 7D | -26.9% | -6.2% | -20.7% | -26.0% |
| 30D | -52.7% | +19.9% | -72.6% | -55.0% |
| 3M | -52.8% | +7.1% | -60.0% | -54.2% |
| 6M | -71.5% | +13.7% | -85.1% | -72.9% |
| YTD | -17.4% | +9.6% | -27.0% | -22.0% |
| 1Y | -35.0% | -1.6% | -33.3% | -37.7% |
| 3Y | +239.2% | -25.9% | +265.1% | +234.7% |
| 5Y | +830.2% | -67.8% | +898.0% | +971.3% |
| 10Y | +3,574.7% | -43.5% | +3,618.2% | +3,146.4% |
| All | +10,012.8% | +618.4% | +9,394.4% | +5,470.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling