+68.5%
STRL vs BDX
+27.3%
+41.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.3% | +5.1% |
| 7D | +3.4% | -2.5% | +5.9% | +2.2% |
| 30D | -9.2% | +8.3% | -17.5% | -5.8% |
| 3M | -51.0% | +24.4% | -75.4% | -46.4% |
| 6M | +15.8% | +9.2% | +6.6% | +31.7% |
| YTD | +58.9% | +22.7% | +36.1% | +80.0% |
| 1Y | +68.5% | +25.9% | +42.6% | +98.1% |
| All | +68.5% | +27.3% | +41.2% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling