+7,285.0%
STRL vs BR
+189.7%
+7,095.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.5% |
| 7D | +5.0% | -3.0% | +8.0% | +6.3% |
| 30D | -6.9% | -0.3% | -6.6% | -7.3% |
| 3M | -39.1% | +17.3% | -56.4% | -45.1% |
| 6M | +21.5% | -6.7% | +28.2% | +21.9% |
| YTD | +66.9% | -23.4% | +90.3% | +85.1% |
| 1Y | +61.6% | -32.7% | +94.3% | +93.3% |
| 3Y | +560.0% | -5.9% | +565.9% | +532.0% |
| 5Y | +2,238.9% | +8.4% | +2,230.4% | +1,907.8% |
| All | +7,285.0% | +189.7% | +7,095.3% | +3,886.2% |
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