+568.4%
STRL vs BTSG
+421.3%
+147.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.1% |
| 7D | +10.1% | +5.7% | +4.4% | +7.8% |
| 30D | -8.2% | +0.2% | -8.4% | -8.4% |
| 3M | -43.7% | +5.6% | -49.3% | -45.8% |
| 6M | +27.1% | +50.8% | -23.7% | +5.2% |
| YTD | +64.0% | +67.0% | -3.1% | +29.7% |
| 1Y | +75.2% | +145.5% | -70.4% | +19.3% |
| All | +568.4% | +421.3% | +147.1% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling