+73.1%
IVV vs STRL
+906.9%
-833.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | 0.0% |
| 7D | +2.6% | +15.7% | -13.1% | +0.6% |
| 30D | -2.0% | -35.5% | +33.5% | +2.7% |
| 3M | -2.8% | -47.1% | +44.4% | +4.0% |
| 6M | +2.2% | -65.8% | +67.9% | +14.2% |
| YTD | +11.5% | -4.5% | +16.0% | +3.5% |
| 1Y | +13.5% | -10.5% | +24.0% | +6.1% |
| 3Y | +78.1% | +340.6% | -262.5% | +16.5% |
| All | +73.1% | +906.9% | -833.8% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling