+6,906.6%
STRL vs BTG
+158.3%
+6,748.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.7% |
| 7D | +5.4% | -5.5% | +10.9% | +6.1% |
| 30D | -9.0% | +6.1% | -15.1% | -9.8% |
| 3M | -37.1% | +38.6% | -75.7% | -39.9% |
| 6M | +17.8% | +0.7% | +17.1% | +16.6% |
| YTD | +58.3% | +20.3% | +38.0% | +53.7% |
| 1Y | +61.0% | +25.0% | +36.0% | +55.5% |
| 3Y | +517.8% | +97.3% | +420.5% | +467.8% |
| 5Y | +2,119.0% | +78.3% | +2,040.7% | +1,942.2% |
| All | +6,906.6% | +158.3% | +6,748.3% | +6,541.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling