+678.9%
STM vs STRL
+7,064.8%
-6,385.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +0.3% |
| 7D | +5.8% | +3.4% | +2.4% | +4.8% |
| 30D | -1.0% | -9.2% | +8.2% | +1.6% |
| 3M | -33.3% | -51.0% | +17.8% | -19.8% |
| 6M | +57.4% | +15.8% | +41.6% | +46.0% |
| YTD | +102.2% | +58.9% | +43.3% | +71.6% |
| 1Y | +99.6% | +68.5% | +31.1% | +63.4% |
| 3Y | +14.5% | +485.2% | -470.7% | -38.0% |
| 5Y | +21.4% | +2,005.1% | -1,983.7% | -55.5% |
| All | +678.9% | +7,064.8% | -6,385.9% | +106.4% |
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