+539.9%
STRL vs BDX
-9.6%
+549.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.3% | +2.8% |
| 7D | +10.1% | -4.3% | +14.4% | +9.5% |
| 30D | -8.2% | +1.3% | -9.5% | -8.0% |
| 3M | -43.7% | +20.2% | -63.9% | -42.7% |
| 6M | +27.1% | +8.6% | +18.5% | +30.6% |
| YTD | +64.0% | +19.0% | +45.0% | +68.1% |
| 1Y | +75.2% | +21.2% | +54.0% | +79.6% |
| 3Y | +539.9% | -9.7% | +549.6% | +572.5% |
| All | +539.9% | -9.6% | +549.5% | +572.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling