+539.9%
STRL vs BBY
+42.7%
+497.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.5% |
| 7D | +10.1% | +8.1% | +2.0% | +8.2% |
| 30D | -8.2% | +8.9% | -17.1% | -10.1% |
| 3M | -43.7% | +22.0% | -65.7% | -46.8% |
| 6M | +27.1% | +37.8% | -10.7% | +15.5% |
| YTD | +64.0% | +37.3% | +26.7% | +48.2% |
| 1Y | +75.2% | +21.6% | +53.6% | +65.0% |
| 3Y | +539.9% | +41.5% | +498.4% | +441.8% |
| All | +539.9% | +42.7% | +497.2% | +441.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling