+346.8%
STRL vs BWA
+65.3%
+281.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.4% | +9.6% | +10.9% |
| 7D | -13.3% | -0.6% | -12.8% | -12.0% |
| 30D | -43.3% | -16.1% | -27.3% | -34.9% |
| 3M | -46.9% | -24.6% | -22.2% | -34.3% |
| 6M | -65.6% | -15.7% | -49.9% | -59.5% |
| YTD | -5.1% | +15.1% | -20.2% | -5.8% |
| 1Y | -23.1% | +15.9% | -38.9% | -23.9% |
| 3Y | +346.8% | +67.1% | +279.8% | +255.7% |
| All | +346.8% | +65.3% | +281.5% | +255.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling