+3,786.6%
STRL vs BR
+275.8%
+3,510.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +23.4% | -1.3% | +24.7% | +24.0% |
| 30D | -39.5% | +13.7% | -53.2% | -43.0% |
| 3M | -45.1% | +13.8% | -58.9% | -48.8% |
| 6M | -64.6% | +29.7% | -94.3% | -69.8% |
| YTD | -1.5% | -12.6% | +11.1% | +2.5% |
| 1Y | -20.8% | -12.4% | -8.3% | -17.9% |
| 3Y | +353.1% | +14.1% | +339.0% | +289.3% |
| 5Y | +942.9% | +18.7% | +924.2% | +762.2% |
| All | +3,786.6% | +275.8% | +3,510.8% | +1,353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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