+2,238.9%
STRL vs BTG
+392.0%
+1,846.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +5.9% |
| 7D | +3.4% | -0.9% | +4.3% | +3.4% |
| 30D | -9.2% | +36.8% | -46.1% | -11.8% |
| 3M | -51.0% | +23.1% | -74.1% | -52.0% |
| 6M | +15.8% | +3.5% | +12.3% | +14.9% |
| YTD | +58.9% | +25.5% | +33.4% | +55.3% |
| 1Y | +68.5% | +40.1% | +28.4% | +63.3% |
| 3Y | +485.2% | +101.1% | +384.1% | +449.2% |
| 5Y | +2,005.1% | +70.6% | +1,934.5% | +1,880.8% |
| 10Y | +7,118.0% | +152.1% | +6,965.8% | +6,372.1% |
| All | +2,238.9% | +392.0% | +1,846.9% | +1,728.7% |
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