+545.4%
STRL vs BTSG
+382.3%
+163.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.6% | +0.4% |
| 7D | +5.4% | -5.8% | +11.2% | +7.7% |
| 30D | -9.0% | 0.0% | -9.0% | -9.1% |
| 3M | -37.1% | -4.5% | -32.6% | -37.0% |
| 6M | +17.8% | +40.0% | -22.2% | +0.2% |
| YTD | +58.3% | +54.6% | +3.8% | +28.9% |
| 1Y | +61.0% | +106.1% | -45.1% | +17.2% |
| All | +545.4% | +382.3% | +163.0% | +228.0% |
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