+915.3%
STRL vs BTDR
-35.7%
+951.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.1% |
| 7D | -19.8% | -7.4% | -12.5% | -18.5% |
| 30D | -43.6% | -33.4% | -10.1% | -39.5% |
| 3M | -45.2% | -26.3% | -18.9% | -42.4% |
| 6M | -65.7% | -52.4% | -13.3% | -61.7% |
| YTD | -5.4% | -42.8% | +37.4% | +2.4% |
| 1Y | -24.7% | -63.7% | +39.0% | -14.9% |
| 3Y | +335.0% | +61.5% | +273.6% | +333.3% |
| 5Y | +915.3% | -35.6% | +950.9% | +916.2% |
| All | +915.3% | -35.7% | +951.0% | +916.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling