+306.5%
IVV vs STRL
+3,580.1%
-3,273.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.2% |
| 7D | -2.7% | -26.9% | +24.2% | +1.1% |
| 30D | -5.4% | -52.7% | +47.3% | +4.5% |
| 3M | -4.1% | -52.8% | +48.8% | +5.5% |
| 6M | +0.7% | -71.5% | +72.2% | +17.5% |
| YTD | +8.7% | -17.4% | +26.2% | +3.6% |
| 1Y | +11.0% | -35.0% | +45.9% | +9.6% |
| 3Y | +75.4% | +239.2% | -163.8% | +22.5% |
| 5Y | +68.3% | +830.2% | -761.8% | -5.5% |
| All | +306.5% | +3,580.1% | -3,273.5% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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