+68.5%
STRL vs BTI
+5.0%
+63.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +5.8% |
| 7D | +3.4% | -1.4% | +4.8% | +3.5% |
| 30D | -9.2% | -6.6% | -2.6% | -8.7% |
| 3M | -51.0% | -3.0% | -48.1% | -52.6% |
| 6M | +15.8% | -6.7% | +22.4% | +12.4% |
| YTD | +58.9% | +0.6% | +58.3% | +48.0% |
| 1Y | +68.5% | +5.6% | +62.9% | +63.8% |
| All | +68.5% | +5.0% | +63.6% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling