+20,341.6%
STRL vs BRO
+20,494.1%
-152.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | +5.0% | -7.3% | +12.4% | +6.9% |
| 30D | -6.9% | -6.9% | -0.1% | -5.6% |
| 3M | -39.1% | +10.7% | -49.7% | -41.7% |
| 6M | +21.5% | -2.7% | +24.2% | +19.0% |
| YTD | +66.9% | -16.3% | +83.2% | +69.1% |
| 1Y | +61.6% | -29.1% | +90.7% | +70.3% |
| 3Y | +560.0% | -7.8% | +567.8% | +543.5% |
| 5Y | +2,238.9% | +18.7% | +2,220.1% | +2,006.1% |
| 10Y | +7,538.9% | +291.9% | +7,247.0% | +5,206.9% |
| All | +20,341.6% | +20,494.1% | -152.5% | +13,716.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling