+1,764.1%
STRL vs ROIV
+298.6%
+1,465.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.7% |
| 7D | +7.1% | +9.5% | -2.4% | +5.9% |
| 30D | -39.4% | +21.0% | -60.4% | -41.1% |
| 3M | -43.0% | +18.7% | -61.7% | -44.6% |
| 6M | -65.0% | +44.5% | -109.5% | -66.9% |
| YTD | -0.8% | +92.9% | -93.6% | -9.4% |
| 1Y | -20.3% | +100.2% | -120.5% | -27.5% |
| 3Y | +356.5% | +375.0% | -18.5% | +280.2% |
| 5Y | +952.8% | +435.2% | +517.7% | +716.6% |
| All | +1,764.1% | +298.6% | +1,465.5% | +1,352.2% |
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