-25.9%
STRL vs BDX
+54.0%
-79.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +5.6% | -27.0% | -17.3% |
| 7D | -27.1% | +7.2% | -34.2% | -22.4% |
| 30D | -45.8% | +15.8% | -61.6% | -39.5% |
| 3M | -47.6% | +23.7% | -71.3% | -39.1% |
| 6M | -46.4% | +44.8% | -91.3% | -33.4% |
| YTD | -7.4% | +39.8% | -47.1% | +20.1% |
| 1Y | -25.9% | +52.3% | -78.2% | -0.2% |
| All | -25.9% | +54.0% | -79.9% | -0.2% |
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