+357.9%
STRL vs BDX
+23.0%
+334.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +5.2% |
| 7D | +7.1% | +2.5% | +4.6% | +7.9% |
| 30D | -39.4% | +13.6% | -52.9% | -37.1% |
| 3M | -43.0% | +18.9% | -61.9% | -40.2% |
| 6M | -65.0% | +51.8% | -116.8% | -62.3% |
| YTD | -0.8% | +43.3% | -44.1% | +7.6% |
| 1Y | -20.3% | +48.0% | -68.3% | -13.6% |
| All | +357.9% | +23.0% | +334.9% | +384.8% |
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