+2,082.1%
STRL vs BRO
+17.6%
+2,064.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | +5.0% | -7.3% | +12.4% | +4.8% |
| 30D | -6.9% | -6.9% | -0.1% | -7.1% |
| 3M | -39.1% | +10.7% | -49.7% | -40.4% |
| 6M | +21.5% | -2.7% | +24.2% | +21.8% |
| YTD | +66.9% | -16.3% | +83.2% | +73.4% |
| 1Y | +61.6% | -29.1% | +90.7% | +76.8% |
| 3Y | +560.0% | -7.8% | +567.8% | +550.9% |
| All | +2,082.1% | +17.6% | +2,064.4% | +1,836.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling