+2,022.6%
STRL vs ROIV
+250.7%
+1,771.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.2% | +5.5% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | -9.2% | +1.0% | -10.2% | -9.3% |
| 3M | -51.0% | +18.3% | -69.3% | -52.1% |
| 6M | +15.8% | +18.3% | -2.6% | +13.3% |
| YTD | +58.9% | +61.0% | -2.1% | +49.5% |
| 1Y | +68.5% | +177.9% | -109.4% | +49.2% |
| 3Y | +485.2% | +199.1% | +286.2% | +409.6% |
| All | +2,022.6% | +250.7% | +1,771.9% | +1,565.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling