+239.2%
STRL vs BUD
+49.3%
+189.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +4.9% | +3.8% |
| 7D | -26.9% | +4.5% | -31.4% | -28.0% |
| 30D | -52.7% | +12.5% | -65.2% | -54.7% |
| 3M | -52.8% | 0.0% | -52.8% | -53.0% |
| 6M | -71.5% | +3.8% | -75.3% | -72.3% |
| YTD | -17.4% | +33.1% | -50.5% | -23.9% |
| 1Y | -35.0% | +35.5% | -70.5% | -40.2% |
| 3Y | +239.2% | +49.4% | +189.8% | +202.1% |
| All | +239.2% | +49.3% | +189.9% | +202.1% |
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