+340.6%
STRL vs BN
+96.7%
+243.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -1.7% |
| 7D | +15.7% | -1.0% | +16.6% | +16.9% |
| 30D | -35.5% | +14.0% | -49.4% | -43.6% |
| 3M | -47.1% | -9.0% | -38.1% | -43.6% |
| 6M | -65.8% | -8.8% | -56.9% | -63.9% |
| YTD | -4.5% | -10.3% | +5.7% | +1.3% |
| 1Y | -10.5% | -5.8% | -4.7% | -9.1% |
| 3Y | +340.6% | +94.8% | +245.8% | +201.2% |
| All | +340.6% | +96.7% | +243.9% | +201.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling