+784.6%
STRL vs BN
+29.3%
+755.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.1% |
| 7D | -26.9% | +5.3% | -32.3% | -30.6% |
| 30D | -52.7% | +11.9% | -64.6% | -57.1% |
| 3M | -52.8% | -5.7% | -47.1% | -51.7% |
| 6M | -71.5% | -10.6% | -60.9% | -69.8% |
| YTD | -17.4% | -9.4% | -8.1% | -13.8% |
| 1Y | -35.0% | -8.8% | -26.2% | -31.9% |
| 3Y | +239.2% | +95.6% | +143.6% | +129.4% |
| All | +784.6% | +29.3% | +755.3% | +635.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling