+340.6%
STRL vs BBY
+89.3%
+251.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +15.7% | +4.5% | +11.2% | +15.0% |
| 30D | -35.5% | +16.8% | -52.3% | -37.3% |
| 3M | -47.1% | +23.2% | -70.4% | -49.4% |
| 6M | -65.8% | +91.9% | -157.7% | -70.9% |
| YTD | -4.5% | +61.6% | -66.2% | -15.9% |
| 1Y | -10.5% | +43.9% | -54.4% | -18.3% |
| 3Y | +340.6% | +88.6% | +252.0% | +256.5% |
| All | +340.6% | +89.3% | +251.3% | +256.5% |
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