+335.0%
STRL vs BTDR
+80.1%
+255.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.3% |
| 7D | -19.8% | -7.4% | -12.5% | -18.2% |
| 30D | -43.6% | -33.4% | -10.1% | -38.3% |
| 3M | -45.2% | -26.3% | -18.9% | -41.6% |
| 6M | -65.7% | -52.4% | -13.3% | -60.5% |
| YTD | -5.4% | -42.8% | +37.4% | +4.3% |
| 1Y | -24.7% | -63.7% | +39.0% | -12.0% |
| 3Y | +335.0% | +61.5% | +273.6% | +333.9% |
| All | +335.0% | +80.1% | +255.0% | +333.9% |
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