+7,285.0%
STRL vs BRO
+294.2%
+6,990.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +5.0% | -7.3% | +12.4% | +7.7% |
| 30D | -6.9% | -6.9% | -0.1% | -5.1% |
| 3M | -39.1% | +10.7% | -49.7% | -43.7% |
| 6M | +21.5% | -2.7% | +24.2% | +17.5% |
| YTD | +66.9% | -16.3% | +83.2% | +72.7% |
| 1Y | +61.6% | -29.1% | +90.7% | +82.0% |
| 3Y | +560.0% | -7.8% | +567.8% | +509.4% |
| 5Y | +2,238.9% | +18.7% | +2,220.1% | +1,598.5% |
| All | +7,285.0% | +294.2% | +6,990.7% | +2,060.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling