+2,133.0%
STRL vs BTDR
+28.1%
+2,104.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.9% |
| 7D | +10.1% | +22.4% | -12.3% | +6.7% |
| 30D | -8.2% | +16.5% | -24.7% | -10.8% |
| 3M | -43.7% | -31.5% | -12.2% | -41.3% |
| 6M | +27.1% | +74.0% | -46.9% | +18.4% |
| YTD | +64.0% | +13.0% | +51.0% | +59.0% |
| 1Y | +75.2% | -0.2% | +75.4% | +69.9% |
| 3Y | +539.9% | +9.9% | +530.0% | +470.0% |
| 5Y | +2,133.0% | +28.1% | +2,104.9% | +1,852.5% |
| All | +2,133.0% | +28.1% | +2,104.9% | +1,852.5% |
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 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