+950.7%
STRL vs BG
+22.0%
+928.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.7% |
| 7D | +7.1% | +3.4% | +3.7% | +6.4% |
| 30D | -39.4% | -3.8% | -35.6% | -38.9% |
| 3M | -43.0% | -9.6% | -33.4% | -42.0% |
| 6M | -65.0% | -19.5% | -45.5% | -63.4% |
| YTD | -0.8% | +14.6% | -15.4% | -4.3% |
| 1Y | -20.3% | +6.6% | -26.9% | -22.0% |
| 3Y | +356.5% | +4.7% | +351.8% | +342.9% |
| All | +950.7% | +22.0% | +928.7% | +729.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling