+12,054.0%
STRL vs BDX
+5,599.6%
+6,454.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.8% |
| 7D | +7.1% | +2.5% | +4.6% | +6.6% |
| 30D | -39.4% | +13.6% | -52.9% | -41.1% |
| 3M | -43.0% | +18.9% | -61.9% | -45.2% |
| 6M | -65.0% | +51.8% | -116.8% | -68.3% |
| YTD | -0.8% | +43.3% | -44.1% | -9.2% |
| 1Y | -20.3% | +48.0% | -68.3% | -27.6% |
| 3Y | +356.5% | +23.7% | +332.8% | +323.9% |
| 5Y | +952.8% | +24.9% | +928.0% | +873.2% |
| 10Y | +3,877.1% | +92.2% | +3,784.9% | +3,236.3% |
| All | +12,054.0% | +5,599.6% | +6,454.4% | +8,405.0% |
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