+3,988.2%
STRL vs BN
+289.4%
+3,698.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.8% | +11.1% | +12.5% |
| 7D | -13.3% | +3.6% | -17.0% | -16.1% |
| 30D | -43.3% | +15.9% | -59.2% | -49.3% |
| 3M | -46.9% | -2.3% | -44.5% | -46.8% |
| 6M | -65.6% | -8.4% | -57.2% | -64.2% |
| YTD | -5.1% | -5.9% | +0.8% | -3.2% |
| 1Y | -23.1% | -5.6% | -17.5% | -21.2% |
| 3Y | +346.8% | +104.2% | +242.6% | +191.0% |
| 5Y | +907.2% | +35.5% | +871.7% | +710.2% |
| 10Y | +3,988.2% | +285.2% | +3,703.0% | +1,932.2% |
| All | +3,988.2% | +289.4% | +3,698.8% | +1,932.2% |
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