+6,906.6%
STRL vs BDX
+58.0%
+6,848.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | +5.4% | -5.4% | +10.8% | +6.6% |
| 30D | -9.0% | -2.2% | -6.8% | -8.7% |
| 3M | -37.1% | +20.1% | -57.1% | -40.5% |
| 6M | +17.8% | +9.1% | +8.8% | +14.4% |
| YTD | +58.3% | +17.9% | +40.5% | +49.9% |
| 1Y | +61.0% | +22.1% | +38.9% | +50.6% |
| 3Y | +517.8% | -10.5% | +528.3% | +527.4% |
| 5Y | +2,119.0% | -2.6% | +2,121.6% | +2,065.0% |
| All | +6,906.6% | +58.0% | +6,848.6% | +5,693.5% |
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