-24.4%
STRL vs BROS
-34.1%
+9.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +6.6% | +8.3% | +13.2% |
| 7D | -13.3% | -17.9% | +4.6% | -9.2% |
| 30D | -43.3% | -5.4% | -38.0% | -42.1% |
| 3M | -46.9% | -32.1% | -14.8% | -42.4% |
| 6M | -65.6% | -31.7% | -33.9% | -64.2% |
| YTD | -5.1% | -41.2% | +36.1% | -2.4% |
| All | -24.4% | -34.1% | +9.7% | -22.4% |
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