+239.2%
STRL vs BROS
+25.7%
+213.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.1% |
| 7D | -26.9% | -21.2% | -5.7% | -22.3% |
| 30D | -52.7% | -11.6% | -41.1% | -51.2% |
| 3M | -52.8% | -36.7% | -16.2% | -47.3% |
| 6M | -71.5% | -42.8% | -28.7% | -67.9% |
| YTD | -17.4% | -44.8% | +27.4% | -7.1% |
| 1Y | -35.0% | -36.5% | +1.6% | -29.7% |
| 3Y | +239.2% | +27.0% | +212.3% | +191.6% |
| All | +239.2% | +25.7% | +213.5% | +191.6% |
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