+515.0%
STRL vs BTDR
+0.5%
+514.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.9% | +1.8% | +5.0% |
| 7D | +3.4% | +20.0% | -16.6% | -0.2% |
| 30D | -9.2% | +11.9% | -21.2% | -11.9% |
| 3M | -51.0% | -36.9% | -14.1% | -47.7% |
| 6M | +15.8% | +56.5% | -40.7% | +7.4% |
| YTD | +58.9% | +10.4% | +48.4% | +53.2% |
| 1Y | +68.5% | +3.1% | +65.4% | +61.1% |
| All | +515.0% | +0.5% | +514.5% | +420.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling