+22,793.6%
STRL vs BWA
+3,492.4%
+19,301.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +4.7% |
| 7D | +3.4% | +5.7% | -2.3% | +1.3% |
| 30D | -9.2% | +1.4% | -10.6% | -9.7% |
| 3M | -51.0% | -12.1% | -39.0% | -48.2% |
| 6M | +15.8% | +28.6% | -12.8% | +7.8% |
| YTD | +58.9% | +51.1% | +7.8% | +38.3% |
| 1Y | +68.5% | +55.9% | +12.6% | +45.0% |
| 3Y | +485.2% | +70.1% | +415.1% | +379.7% |
| 5Y | +2,005.1% | +90.7% | +1,914.4% | +1,535.8% |
| 10Y | +7,118.0% | +154.0% | +6,964.0% | +4,915.6% |
| All | +22,793.6% | +3,492.4% | +19,301.3% | +10,693.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling