+3,877.5%
STRL vs STT
+198.3%
+3,679.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | -19.8% | +1.1% | -20.9% | -20.3% |
| 30D | -43.6% | -1.9% | -41.6% | -42.5% |
| 3M | -45.2% | -7.6% | -37.6% | -42.0% |
| 6M | -65.7% | +16.0% | -81.7% | -68.4% |
| YTD | -5.4% | +36.2% | -41.6% | -21.1% |
| 1Y | -24.7% | +46.8% | -71.5% | -39.9% |
| 3Y | +335.0% | +177.8% | +157.2% | +135.5% |
| 5Y | +915.3% | +105.8% | +809.5% | +526.5% |
| 10Y | +3,877.5% | +197.6% | +3,679.9% | +1,834.7% |
| All | +3,877.5% | +198.3% | +3,679.2% | +1,834.7% |
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