+3,667.9%
STRL vs BTG
+164.8%
+3,503.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.9% |
| 7D | +15.7% | -9.1% | +24.7% | +17.1% |
| 30D | -35.5% | -1.6% | -33.9% | -35.5% |
| 3M | -47.1% | -2.8% | -44.3% | -47.1% |
| 6M | -65.8% | -7.6% | -58.2% | -65.7% |
| YTD | -4.5% | +10.2% | -14.8% | -6.6% |
| 1Y | -10.5% | +21.3% | -31.7% | -13.3% |
| 3Y | +340.6% | +82.7% | +257.9% | +306.7% |
| 5Y | +911.0% | +30.8% | +880.2% | +841.1% |
| All | +3,667.9% | +164.8% | +3,503.1% | +3,448.5% |
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