+304.4%
STRL vs BTSG
+505.2%
-200.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.9% |
| 7D | +7.1% | +4.0% | +3.1% | +5.8% |
| 30D | -39.4% | +15.3% | -54.6% | -42.5% |
| 3M | -43.0% | +25.4% | -68.4% | -47.8% |
| 6M | -65.0% | +31.9% | -96.9% | -69.1% |
| YTD | -0.8% | +93.9% | -94.7% | -25.9% |
| 1Y | -20.3% | +114.2% | -134.5% | -42.8% |
| All | +304.4% | +505.2% | -200.7% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling