+2,138.8%
STRL vs BTDR
+23.8%
+2,115.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.9% | +1.8% | +5.2% |
| 7D | +3.4% | +20.0% | -16.6% | +0.5% |
| 30D | -9.2% | +11.9% | -21.2% | -11.4% |
| 3M | -51.0% | -36.9% | -14.1% | -48.3% |
| 6M | +15.8% | +56.5% | -40.7% | +9.2% |
| YTD | +58.9% | +10.4% | +48.4% | +54.5% |
| 1Y | +68.5% | +3.1% | +65.4% | +63.1% |
| 3Y | +485.2% | -2.6% | +487.8% | +422.6% |
| 5Y | +2,005.1% | +25.2% | +1,979.9% | +1,820.2% |
| All | +2,138.8% | +23.8% | +2,115.0% | +1,921.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling