+7,178.3%
STRL vs SFM
+293.3%
+6,884.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.7% | +4.2% |
| 7D | +10.1% | -5.8% | +15.9% | +11.1% |
| 30D | -8.2% | -11.4% | +3.2% | -6.7% |
| 3M | -43.7% | -12.2% | -31.5% | -42.8% |
| 6M | +27.1% | -5.2% | +32.3% | +26.4% |
| YTD | +64.0% | -4.5% | +68.5% | +62.2% |
| 1Y | +75.2% | -45.4% | +120.5% | +91.1% |
| 3Y | +539.9% | +91.1% | +448.8% | +473.0% |
| 5Y | +2,133.0% | +226.8% | +1,906.2% | +1,722.0% |
| 10Y | +7,178.3% | +291.9% | +6,886.3% | +5,504.1% |
| All | +7,178.3% | +293.3% | +6,884.9% | +5,504.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling