-25.9%
STRL vs BROS
-18.6%
-7.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.9% | -22.4% | -21.6% |
| 7D | -27.1% | +2.5% | -29.5% | -27.4% |
| 30D | -45.8% | +15.1% | -60.9% | -47.3% |
| 3M | -47.6% | -31.4% | -16.2% | -44.1% |
| 6M | -46.4% | -22.6% | -23.8% | -45.2% |
| YTD | -7.4% | -28.1% | +20.8% | -7.8% |
| 1Y | -25.9% | -20.3% | -5.6% | -27.5% |
| All | -25.9% | -18.6% | -7.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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