+72.7%
STRL vs BTDR
-4.6%
+77.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | +8.2% | +14.8% | -6.6% | +3.1% |
| 30D | -6.3% | +41.8% | -48.1% | -17.6% |
| 3M | -41.2% | -29.2% | -12.0% | -36.6% |
| 6M | +20.4% | +66.2% | -45.8% | +5.2% |
| YTD | +61.7% | +10.0% | +51.7% | +50.4% |
| 1Y | +72.7% | -11.0% | +83.7% | +85.4% |
| All | +72.7% | -4.6% | +77.4% | +85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling