+2,040.3%
STRL vs BROS
+43.3%
+1,997.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.6% |
| 7D | +3.4% | -6.7% | +10.1% | +4.5% |
| 30D | -9.2% | -29.1% | +19.8% | -4.6% |
| 3M | -51.0% | -16.7% | -34.3% | -50.1% |
| 6M | +15.8% | -11.6% | +27.4% | +16.8% |
| YTD | +58.9% | -23.9% | +82.8% | +63.4% |
| 1Y | +68.5% | -34.8% | +103.3% | +76.7% |
| 3Y | +485.2% | +62.1% | +423.1% | +434.5% |
| All | +2,040.3% | +43.3% | +1,997.0% | +2,008.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling