+3,877.5%
STRL vs BN
+280.2%
+3,597.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.5% |
| 7D | -19.8% | +4.3% | -24.1% | -22.6% |
| 30D | -43.6% | +14.3% | -57.8% | -49.0% |
| 3M | -45.2% | -4.1% | -41.1% | -44.5% |
| 6M | -65.7% | -9.7% | -56.1% | -64.1% |
| YTD | -5.4% | -7.1% | +1.7% | -2.7% |
| 1Y | -24.7% | -7.4% | -17.3% | -21.9% |
| 3Y | +335.0% | +102.3% | +232.7% | +184.9% |
| 5Y | +915.3% | +35.9% | +879.4% | +715.2% |
| 10Y | +3,877.5% | +289.2% | +3,588.3% | +1,867.9% |
| All | +3,877.5% | +280.2% | +3,597.2% | +1,867.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling