-51.0%
STRL vs BBY
+25.9%
-77.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.2% | +2.6% | +6.5% |
| 7D | +3.4% | +9.5% | -6.1% | +6.0% |
| 30D | -9.2% | +6.8% | -16.1% | -7.7% |
| 3M | -51.0% | +28.9% | -79.9% | -53.4% |
| All | -51.0% | +25.9% | -77.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3mo: compounded portfolio wealth divided by compounded BBY 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…
3mo analysis · Full analysis span regression · Available span rolling