+196.5%
JNJ vs STRL
+7,055.3%
-6,858.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -3.0% | +8.2% | -11.2% | -3.1% |
| 30D | +2.5% | -6.3% | +8.8% | +2.6% |
| 3M | +13.2% | -41.2% | +54.4% | +14.4% |
| 6M | +11.3% | +20.4% | -9.1% | +9.1% |
| YTD | +31.1% | +61.7% | -30.6% | +27.2% |
| 1Y | +54.3% | +72.7% | -18.4% | +48.8% |
| 3Y | +81.1% | +530.9% | -449.8% | +59.5% |
| 5Y | +82.7% | +2,125.4% | -2,042.7% | +42.9% |
| 10Y | +196.5% | +7,301.3% | -7,104.9% | +100.4% |
| All | +196.5% | +7,055.3% | -6,858.9% | +100.4% |
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