+335.0%
STRL vs BUD
+51.6%
+283.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -19.8% | +6.0% | -25.9% | -21.1% |
| 30D | -43.6% | +11.3% | -54.8% | -45.6% |
| 3M | -45.2% | +3.6% | -48.8% | -46.0% |
| 6M | -65.7% | +7.7% | -73.4% | -67.2% |
| YTD | -5.4% | +36.4% | -41.8% | -13.4% |
| 1Y | -24.7% | +37.8% | -62.5% | -31.1% |
| 3Y | +335.0% | +51.2% | +283.8% | +297.4% |
| All | +335.0% | +51.6% | +283.4% | +297.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling