+7,178.3%
STRL vs BN
+259.6%
+6,918.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +4.9% |
| 7D | +10.1% | -1.2% | +11.3% | +10.9% |
| 30D | -8.2% | -10.9% | +2.7% | -1.2% |
| 3M | -43.7% | -11.1% | -32.6% | -39.7% |
| 6M | +27.1% | -4.4% | +31.5% | +30.9% |
| YTD | +64.0% | -14.1% | +78.1% | +79.7% |
| 1Y | +75.2% | -11.1% | +86.2% | +89.6% |
| 3Y | +539.9% | +75.6% | +464.4% | +362.5% |
| 5Y | +2,133.0% | +35.8% | +2,097.2% | +1,719.5% |
| 10Y | +7,178.3% | +261.6% | +6,916.7% | +3,537.5% |
| All | +7,178.3% | +259.6% | +6,918.7% | +3,537.5% |
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