+3,667.9%
STRL vs BDX
+95.1%
+3,572.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.2% |
| 7D | +15.7% | +2.9% | +12.7% | +15.1% |
| 30D | -35.5% | +15.4% | -50.9% | -37.5% |
| 3M | -47.1% | +20.5% | -67.7% | -49.4% |
| 6M | -65.8% | +53.2% | -119.0% | -69.5% |
| YTD | -4.5% | +45.7% | -50.2% | -13.9% |
| 1Y | -10.5% | +47.3% | -57.7% | -19.6% |
| 3Y | +340.6% | +25.1% | +315.6% | +306.7% |
| 5Y | +911.0% | +27.4% | +883.6% | +820.1% |
| All | +3,667.9% | +95.1% | +3,572.8% | +2,771.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling