+1,178.8%
STRL vs BROS
+10.8%
+1,168.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +6.6% | +8.3% | +13.8% |
| 7D | -13.3% | -17.9% | +4.6% | -10.4% |
| 30D | -43.3% | -5.4% | -38.0% | -42.8% |
| 3M | -46.9% | -32.1% | -14.8% | -43.5% |
| 6M | -65.6% | -31.7% | -33.9% | -63.8% |
| YTD | -5.1% | -41.2% | +36.1% | +1.8% |
| 1Y | -23.1% | -32.6% | +9.5% | -19.4% |
| 3Y | +346.8% | +32.7% | +314.2% | +323.7% |
| 5Y | +907.2% | -44.2% | +951.4% | +872.4% |
| All | +1,178.8% | +10.8% | +1,168.0% | +1,213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling