+784.6%
STRL vs ROIV
+378.2%
+406.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +2.5% |
| 7D | -26.9% | +5.3% | -32.2% | -27.6% |
| 30D | -52.7% | +11.9% | -64.6% | -53.6% |
| 3M | -52.8% | +10.7% | -63.5% | -53.8% |
| 6M | -71.5% | +34.9% | -106.4% | -72.8% |
| YTD | -17.4% | +79.2% | -96.6% | -24.2% |
| 1Y | -35.0% | +89.0% | -124.0% | -40.7% |
| 3Y | +239.2% | +337.3% | -98.1% | +182.8% |
| All | +784.6% | +378.2% | +406.4% | +566.8% |
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