+3,786.6%
STRL vs BUD
-3.2%
+3,789.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +23.4% | -1.6% | +25.0% | +24.3% |
| 30D | -39.5% | +6.7% | -46.2% | -42.2% |
| 3M | -45.1% | +5.9% | -50.9% | -47.6% |
| 6M | -64.6% | +5.1% | -69.6% | -66.6% |
| YTD | -1.5% | +32.9% | -34.4% | -15.9% |
| 1Y | -20.8% | +31.8% | -52.6% | -32.3% |
| 3Y | +353.1% | +47.4% | +305.8% | +253.6% |
| 5Y | +942.9% | +50.8% | +892.1% | +680.3% |
| All | +3,786.6% | -3.2% | +3,789.8% | +2,851.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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