+952.8%
STRL vs BR
+18.1%
+934.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +7.1% | +1.9% | +5.2% | +6.9% |
| 30D | -39.4% | +15.9% | -55.3% | -40.6% |
| 3M | -43.0% | +13.7% | -56.6% | -44.2% |
| 6M | -65.0% | +31.0% | -96.0% | -67.4% |
| YTD | -0.8% | -12.0% | +11.2% | +10.4% |
| 1Y | -20.3% | -11.5% | -8.8% | -11.9% |
| 3Y | +356.5% | +14.9% | +341.6% | +318.8% |
| 5Y | +952.8% | +20.1% | +932.8% | +801.0% |
| All | +952.8% | +18.1% | +934.8% | +801.0% |
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