+784.6%
STRL vs BTI
+155.8%
+628.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +6.9% | +3.9% |
| 7D | -26.9% | -1.0% | -25.9% | -26.9% |
| 30D | -52.7% | +13.0% | -65.6% | -53.8% |
| 3M | -52.8% | +5.3% | -58.2% | -53.4% |
| 6M | -71.5% | +5.3% | -76.8% | -72.3% |
| YTD | -17.4% | +12.4% | -29.8% | -21.2% |
| 1Y | -35.0% | +18.9% | -53.9% | -38.8% |
| 3Y | +239.2% | +144.0% | +95.2% | +151.3% |
| All | +784.6% | +155.8% | +628.8% | +530.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling