+7,178.3%
STRL vs BWA
+142.9%
+7,035.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +4.3% |
| 7D | +10.1% | +4.3% | +5.8% | +7.4% |
| 30D | -8.2% | -2.9% | -5.3% | -6.6% |
| 3M | -43.7% | -12.4% | -31.3% | -38.8% |
| 6M | +27.1% | +28.6% | -1.5% | +13.8% |
| YTD | +64.0% | +48.2% | +15.8% | +33.6% |
| 1Y | +75.2% | +50.9% | +24.2% | +41.1% |
| 3Y | +539.9% | +72.2% | +467.7% | +363.9% |
| 5Y | +2,133.0% | +91.1% | +2,041.9% | +1,372.7% |
| 10Y | +7,178.3% | +144.0% | +7,034.2% | +4,163.7% |
| All | +7,178.3% | +142.9% | +7,035.3% | +4,163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling