+68.5%
STRL vs BWA
+59.1%
+9.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +3.4% |
| 7D | +3.4% | +5.7% | -2.3% | -1.2% |
| 30D | -9.2% | +1.4% | -10.6% | -10.3% |
| 3M | -51.0% | -12.1% | -39.0% | -45.6% |
| 6M | +15.8% | +28.6% | -12.8% | +2.6% |
| YTD | +58.9% | +51.1% | +7.8% | +24.9% |
| 1Y | +68.5% | +55.9% | +12.6% | +31.8% |
| All | +68.5% | +59.1% | +9.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling