+1,451.0%
STRL vs ROIV
+270.3%
+1,180.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +2.6% |
| 7D | -26.9% | +5.3% | -32.2% | -27.6% |
| 30D | -52.7% | +11.9% | -64.6% | -53.5% |
| 3M | -52.8% | +10.7% | -63.5% | -53.7% |
| 6M | -71.5% | +34.9% | -106.4% | -72.7% |
| YTD | -17.4% | +79.2% | -96.6% | -23.8% |
| 1Y | -35.0% | +89.0% | -124.0% | -40.4% |
| 3Y | +239.2% | +337.3% | -98.1% | +185.4% |
| 5Y | +830.2% | +402.3% | +427.8% | +628.3% |
| All | +1,451.0% | +270.3% | +1,180.8% | +1,120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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