+130.9%
STRL vs BIYA
-99.9%
+230.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +15.7% | +9.0% | +6.6% | +15.9% |
| 30D | -35.5% | -12.9% | -22.5% | -35.7% |
| 3M | -47.1% | -54.7% | +7.5% | -47.9% |
| 6M | -65.8% | -85.1% | +19.3% | -66.1% |
| YTD | -4.5% | -96.9% | +92.4% | -4.7% |
| 1Y | -10.5% | -98.5% | +88.0% | -11.3% |
| All | +130.9% | -99.9% | +230.8% | +131.1% |
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