+1,298.3%
STRL vs BTDR
-29.7%
+1,328.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.7% | -4.7% | +3.3% |
| 7D | +7.1% | +7.7% | -0.5% | +5.9% |
| 30D | -39.4% | -24.1% | -15.3% | -36.4% |
| 3M | -43.0% | -19.1% | -23.9% | -41.0% |
| 6M | -65.0% | -46.6% | -18.4% | -61.6% |
| YTD | -0.8% | -37.3% | +36.5% | +5.7% |
| 1Y | -20.3% | -53.2% | +32.9% | -12.7% |
| 3Y | +356.5% | +77.1% | +279.4% | +347.7% |
| 5Y | +952.8% | -29.7% | +982.5% | +947.9% |
| All | +1,298.3% | -29.7% | +1,328.0% | +1,282.7% |
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