+2,157.1%
STRL vs BR
+7.9%
+2,149.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.7% |
| 7D | +10.1% | -5.9% | +16.1% | +11.2% |
| 30D | -8.2% | +1.9% | -10.1% | -8.9% |
| 3M | -43.7% | +14.7% | -58.3% | -46.3% |
| 6M | +27.1% | -12.8% | +39.9% | +35.1% |
| YTD | +64.0% | -23.0% | +87.0% | +85.3% |
| 1Y | +75.2% | -31.7% | +106.8% | +112.1% |
| 3Y | +539.9% | -4.8% | +544.7% | +523.8% |
| All | +2,157.1% | +7.9% | +2,149.1% | +1,804.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling