+3,877.1%
STRL vs STT
+203.9%
+3,673.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.0% |
| 7D | +7.1% | +0.4% | +6.7% | +7.5% |
| 30D | -39.4% | -0.4% | -38.9% | -38.9% |
| 3M | -43.0% | -6.5% | -36.5% | -40.1% |
| 6M | -65.0% | +17.2% | -82.2% | -67.9% |
| YTD | -0.8% | +38.2% | -39.0% | -18.0% |
| 1Y | -20.3% | +49.3% | -69.6% | -37.1% |
| 3Y | +356.5% | +181.9% | +174.6% | +144.8% |
| 5Y | +952.8% | +106.9% | +845.9% | +547.5% |
| 10Y | +3,877.1% | +203.1% | +3,674.0% | +1,805.7% |
| All | +3,877.1% | +203.9% | +3,673.2% | +1,805.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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