+2,125.4%
STRL vs BDX
-1.9%
+2,127.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | +8.2% | -3.6% | +11.8% | +8.5% |
| 30D | -6.3% | +0.7% | -7.0% | -6.4% |
| 3M | -41.2% | +19.0% | -60.2% | -42.4% |
| 6M | +20.4% | +10.8% | +9.6% | +19.7% |
| YTD | +61.7% | +20.1% | +41.6% | +58.0% |
| 1Y | +72.7% | +23.1% | +49.6% | +67.8% |
| 3Y | +530.9% | -8.8% | +539.7% | +563.6% |
| 5Y | +2,125.4% | -1.4% | +2,126.8% | +2,144.6% |
| All | +2,125.4% | -1.9% | +2,127.3% | +2,144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling