+539.9%
STRL vs BTG
+101.2%
+438.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +4.0% |
| 7D | +10.1% | +4.8% | +5.3% | +8.6% |
| 30D | -8.2% | +8.3% | -16.6% | -10.4% |
| 3M | -43.7% | +32.3% | -76.0% | -48.5% |
| 6M | +27.1% | +3.0% | +24.1% | +23.4% |
| YTD | +64.0% | +21.9% | +42.1% | +52.1% |
| 1Y | +75.2% | +28.2% | +47.0% | +59.5% |
| 3Y | +539.9% | +99.9% | +440.0% | +416.5% |
| All | +539.9% | +101.2% | +438.7% | +416.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling