+2,131.3%
STRL vs BTDR
+15.3%
+2,116.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.1% |
| 7D | +5.4% | -3.2% | +8.6% | +5.9% |
| 30D | -9.0% | +32.7% | -41.7% | -13.1% |
| 3M | -37.1% | -28.4% | -8.7% | -34.7% |
| 6M | +17.8% | +51.7% | -33.9% | +11.9% |
| YTD | +58.3% | +2.9% | +55.5% | +55.7% |
| 1Y | +61.0% | -15.5% | +76.5% | +59.6% |
| 3Y | +517.8% | 0.0% | +517.8% | +458.3% |
| 5Y | +2,119.0% | +16.5% | +2,102.6% | +1,944.4% |
| All | +2,131.3% | +15.3% | +2,116.0% | +1,936.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling