+19,359.6%
STRL vs BDX
+4,779.6%
+14,580.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.3% | +6.1% |
| 7D | +3.4% | -2.5% | +5.9% | +3.9% |
| 30D | -9.2% | +8.3% | -17.5% | -10.7% |
| 3M | -51.0% | +24.4% | -75.4% | -53.6% |
| 6M | +15.8% | +9.2% | +6.6% | +12.7% |
| YTD | +58.9% | +22.7% | +36.1% | +50.7% |
| 1Y | +68.5% | +25.9% | +42.6% | +58.7% |
| 3Y | +485.2% | -10.5% | +495.7% | +484.7% |
| 5Y | +2,005.1% | +1.9% | +2,003.2% | +1,936.9% |
| 10Y | +7,118.0% | +58.7% | +7,059.3% | +6,216.7% |
| All | +19,359.6% | +4,779.6% | +14,580.0% | +14,016.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling