+1,360.8%
STRL vs BTG
+355.9%
+1,004.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +5.1% |
| 7D | +7.1% | +1.4% | +5.7% | +7.0% |
| 30D | -39.4% | -1.1% | -38.2% | -39.4% |
| 3M | -43.0% | +2.5% | -45.5% | -43.2% |
| 6M | -65.0% | -3.1% | -61.9% | -65.1% |
| YTD | -0.8% | +16.3% | -17.1% | -2.6% |
| 1Y | -20.3% | +27.6% | -47.9% | -22.2% |
| 3Y | +356.5% | +89.5% | +267.0% | +330.2% |
| 5Y | +952.8% | +33.6% | +919.3% | +904.4% |
| 10Y | +3,877.1% | +178.2% | +3,698.9% | +3,458.5% |
| All | +1,360.8% | +355.9% | +1,004.9% | +1,047.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling