+515.0%
STRL vs BROS
+80.7%
+434.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.6% |
| 7D | +3.4% | -6.7% | +10.1% | +5.1% |
| 30D | -9.2% | -29.1% | +19.8% | -2.1% |
| 3M | -51.0% | -16.7% | -34.3% | -49.8% |
| 6M | +15.8% | -11.6% | +27.4% | +16.8% |
| YTD | +58.9% | -23.9% | +82.8% | +65.2% |
| 1Y | +68.5% | -34.8% | +103.3% | +81.0% |
| All | +515.0% | +80.7% | +434.3% | +394.5% |
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