+75.2%
STRL vs BROS
-30.1%
+105.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.5% |
| 7D | +10.1% | -0.9% | +11.0% | +10.3% |
| 30D | -8.2% | -13.5% | +5.3% | -5.6% |
| 3M | -43.7% | -18.4% | -25.3% | -43.1% |
| 6M | +27.1% | -10.6% | +37.7% | +26.1% |
| YTD | +64.0% | -25.1% | +89.1% | +65.2% |
| 1Y | +75.2% | -28.6% | +103.8% | +92.8% |
| All | +75.2% | -30.1% | +105.3% | +92.8% |
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