+285.4%
STRL vs BTSG
+504.1%
-218.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -2.2% |
| 7D | -19.8% | +3.8% | -23.6% | -20.7% |
| 30D | -43.6% | +13.7% | -57.3% | -46.2% |
| 3M | -45.2% | +18.0% | -63.2% | -48.7% |
| 6M | -65.7% | +32.2% | -97.9% | -69.8% |
| YTD | -5.4% | +93.6% | -99.0% | -29.4% |
| 1Y | -24.7% | +115.9% | -140.6% | -46.1% |
| All | +285.4% | +504.1% | -218.7% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling