+6,906.6%
STRL vs BG
+171.4%
+6,735.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | +5.4% | +3.7% | +1.7% | +3.9% |
| 30D | -9.0% | +12.3% | -21.3% | -13.2% |
| 3M | -37.1% | -2.2% | -34.8% | -37.0% |
| 6M | +17.8% | +5.3% | +12.5% | +14.5% |
| YTD | +58.3% | +42.4% | +15.9% | +37.2% |
| 1Y | +61.0% | +55.2% | +5.8% | +33.7% |
| 3Y | +517.8% | +21.0% | +496.8% | +450.3% |
| 5Y | +2,119.0% | +87.1% | +2,031.9% | +1,450.6% |
| All | +6,906.6% | +171.4% | +6,735.2% | +3,545.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling