+2,491.8%
STRL vs BR
+1,321.0%
+1,170.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.1% | +7.5% |
| 7D | +3.4% | -5.3% | +8.7% | +6.3% |
| 30D | -9.2% | +6.4% | -15.7% | -12.9% |
| 3M | -51.0% | +13.6% | -64.7% | -55.9% |
| 6M | +15.8% | -6.7% | +22.5% | +14.3% |
| YTD | +58.9% | -21.1% | +80.0% | +70.9% |
| 1Y | +68.5% | -29.6% | +98.1% | +93.3% |
| 3Y | +485.2% | -2.4% | +487.6% | +443.5% |
| 5Y | +2,005.1% | +11.2% | +1,993.9% | +1,669.0% |
| 10Y | +7,118.0% | +191.8% | +6,926.2% | +3,137.3% |
| All | +2,491.8% | +1,321.0% | +1,170.9% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling