+3,667.9%
STRL vs BN
+290.8%
+3,377.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.0% |
| 7D | +15.7% | -1.0% | +16.6% | +16.7% |
| 30D | -35.5% | +14.0% | -49.4% | -41.8% |
| 3M | -47.1% | -9.0% | -38.1% | -44.5% |
| 6M | -65.8% | -8.8% | -56.9% | -64.3% |
| YTD | -4.5% | -10.3% | +5.7% | +0.4% |
| 1Y | -10.5% | -5.8% | -4.7% | -8.7% |
| 3Y | +340.6% | +94.8% | +245.8% | +194.8% |
| 5Y | +911.0% | +31.5% | +879.6% | +729.0% |
| All | +3,667.9% | +290.8% | +3,377.1% | +1,619.1% |
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