+539.9%
STRL vs BR
-4.7%
+544.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +2.8% |
| 7D | +10.1% | -5.9% | +16.1% | +8.9% |
| 30D | -8.2% | +1.9% | -10.1% | -7.9% |
| 3M | -43.7% | +14.7% | -58.3% | -42.6% |
| 6M | +27.1% | -12.8% | +39.9% | +38.8% |
| YTD | +64.0% | -23.0% | +87.0% | +91.1% |
| 1Y | +75.2% | -31.7% | +106.8% | +120.3% |
| 3Y | +539.9% | -4.8% | +544.7% | +548.5% |
| All | +539.9% | -4.7% | +544.6% | +548.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling