+72.7%
STRL vs BTSG
+147.4%
-74.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +8.2% | +2.9% | +5.3% | +7.0% |
| 30D | -6.3% | +0.9% | -7.2% | -6.8% |
| 3M | -41.2% | +1.6% | -42.8% | -43.0% |
| 6M | +20.4% | +46.8% | -26.4% | -4.9% |
| YTD | +61.7% | +65.5% | -3.8% | +18.7% |
| 1Y | +72.7% | +136.2% | -63.5% | +8.2% |
| All | +72.7% | +147.4% | -74.7% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling