+2,133.0%
STRL vs BTG
+72.2%
+2,060.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.9% |
| 7D | +10.1% | +4.8% | +5.3% | +8.7% |
| 30D | -8.2% | +8.3% | -16.6% | -10.2% |
| 3M | -43.7% | +32.3% | -76.0% | -48.0% |
| 6M | +27.1% | +3.0% | +24.1% | +24.0% |
| YTD | +64.0% | +21.9% | +42.1% | +53.5% |
| 1Y | +75.2% | +28.2% | +47.0% | +61.3% |
| 3Y | +539.9% | +99.9% | +440.0% | +422.2% |
| 5Y | +2,133.0% | +73.6% | +2,059.4% | +1,743.1% |
| All | +2,133.0% | +72.2% | +2,060.8% | +1,743.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling