+340.6%
STRL vs BROS
+30.6%
+310.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.5% | -9.6% | -4.7% |
| 7D | +15.7% | +6.3% | +9.3% | +13.8% |
| 30D | -35.5% | -8.3% | -27.1% | -34.0% |
| 3M | -47.1% | -29.8% | -17.4% | -42.5% |
| 6M | -65.8% | -25.8% | -39.9% | -64.1% |
| YTD | -4.5% | -41.4% | +36.8% | +5.7% |
| 1Y | -10.5% | -35.2% | +24.7% | -3.9% |
| 3Y | +340.6% | +32.8% | +307.8% | +275.2% |
| All | +340.6% | +30.6% | +310.0% | +275.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling