-25.9%
STRL vs BRO
-3.8%
-22.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +4.2% | -25.6% | -16.4% |
| 7D | -27.1% | +12.2% | -39.2% | -15.2% |
| 30D | -45.8% | +21.3% | -67.1% | -30.0% |
| 3M | -47.6% | +4.1% | -51.7% | -42.4% |
| 6M | -46.4% | +28.9% | -75.3% | -25.0% |
| YTD | -7.4% | -6.6% | -0.8% | +10.6% |
| 1Y | -25.9% | -5.6% | -20.3% | -10.4% |
| All | -25.9% | -3.8% | -22.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling