+2,125.4%
STRL vs BG
+84.9%
+2,040.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +8.2% | +0.5% | +7.7% | +8.0% |
| 30D | -6.3% | +10.3% | -16.6% | -8.7% |
| 3M | -41.2% | -1.9% | -39.3% | -41.0% |
| 6M | +20.4% | +5.2% | +15.1% | +18.6% |
| YTD | +61.7% | +41.2% | +20.5% | +48.7% |
| 1Y | +72.7% | +50.5% | +22.2% | +55.5% |
| 3Y | +530.9% | +19.9% | +511.0% | +500.1% |
| 5Y | +2,125.4% | +86.7% | +2,038.7% | +1,449.3% |
| All | +2,125.4% | +84.9% | +2,040.5% | +1,449.3% |
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