+7,178.3%
STRL vs SM
+12.3%
+7,165.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.7% |
| 7D | +10.1% | -0.2% | +10.3% | +10.1% |
| 30D | -8.2% | +31.5% | -39.7% | -12.0% |
| 3M | -43.7% | +17.3% | -61.0% | -45.4% |
| 6M | +27.1% | +48.5% | -21.4% | +17.3% |
| YTD | +64.0% | +106.3% | -42.3% | +43.0% |
| 1Y | +75.2% | +47.3% | +27.9% | +60.0% |
| 3Y | +539.9% | -1.4% | +541.3% | +511.4% |
| 5Y | +2,133.0% | +114.0% | +2,018.9% | +1,739.9% |
| 10Y | +7,178.3% | +12.5% | +7,165.8% | +4,506.6% |
| All | +7,178.3% | +12.3% | +7,165.9% | +4,506.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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