+7,301.3%
STRL vs HIG
+314.4%
+6,987.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +8.2% | -0.5% | +8.7% | +8.3% |
| 30D | -6.3% | -2.8% | -3.5% | -5.3% |
| 3M | -41.2% | +6.3% | -47.5% | -43.7% |
| 6M | +20.4% | -0.1% | +20.5% | +18.0% |
| YTD | +61.7% | +0.4% | +61.3% | +57.5% |
| 1Y | +72.7% | +6.2% | +66.5% | +62.9% |
| 3Y | +530.9% | +101.6% | +429.3% | +320.3% |
| 5Y | +2,125.4% | +119.8% | +2,005.6% | +1,312.8% |
| 10Y | +7,301.3% | +311.7% | +6,989.6% | +3,528.3% |
| All | +7,301.3% | +314.4% | +6,987.0% | +3,528.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HIG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling