+21,558.5%
STRL vs BG
+954.5%
+20,604.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.7% | -3.6% |
| 7D | +15.7% | +2.6% | +13.1% | +14.8% |
| 30D | -35.5% | -6.7% | -28.8% | -34.2% |
| 3M | -47.1% | -9.3% | -37.9% | -45.9% |
| 6M | -65.8% | -18.3% | -47.4% | -64.0% |
| YTD | -4.5% | +16.2% | -20.7% | -10.2% |
| 1Y | -10.5% | +7.6% | -18.1% | -13.9% |
| 3Y | +340.6% | +6.6% | +334.1% | +312.1% |
| 5Y | +911.0% | +22.2% | +888.8% | +786.3% |
| 10Y | +3,727.1% | +112.0% | +3,615.1% | +2,594.1% |
| All | +21,558.5% | +954.5% | +20,604.0% | +13,078.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling