+99.7%
STRL vs BIYA
-99.9%
+199.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.5% |
| 7D | -26.9% | -10.5% | -16.4% | -27.2% |
| 30D | -52.7% | -51.7% | -0.9% | -53.6% |
| 3M | -52.8% | -60.8% | +7.9% | -53.6% |
| 6M | -71.5% | -90.6% | +19.1% | -71.9% |
| YTD | -17.4% | -97.1% | +79.7% | -17.7% |
| 1Y | -35.0% | -99.1% | +64.1% | -36.0% |
| All | +99.7% | -99.9% | +199.5% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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