+75.2%
STRL vs BN
-11.2%
+86.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +5.6% |
| 7D | +10.1% | -1.2% | +11.3% | +11.1% |
| 30D | -8.2% | -10.9% | +2.7% | +1.7% |
| 3M | -43.7% | -11.1% | -32.6% | -38.0% |
| 6M | +27.1% | -4.4% | +31.5% | +30.8% |
| YTD | +64.0% | -14.1% | +78.1% | +79.3% |
| 1Y | +75.2% | -11.1% | +86.2% | +84.5% |
| All | +75.2% | -11.2% | +86.4% | +84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling