+3,988.2%
STRL vs STT
+210.2%
+3,778.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.2% | +11.8% | +12.9% |
| 7D | -13.3% | +0.9% | -14.3% | -13.7% |
| 30D | -43.3% | -2.3% | -41.0% | -42.2% |
| 3M | -46.9% | -7.5% | -39.4% | -43.8% |
| 6M | -65.6% | +14.9% | -80.5% | -68.1% |
| YTD | -5.1% | +34.9% | -40.0% | -20.3% |
| 1Y | -23.1% | +47.1% | -70.2% | -38.7% |
| 3Y | +346.8% | +179.6% | +167.2% | +141.0% |
| 5Y | +907.2% | +107.1% | +800.1% | +518.8% |
| 10Y | +3,988.2% | +199.4% | +3,788.8% | +1,914.2% |
| All | +3,988.2% | +210.2% | +3,778.0% | +1,914.2% |
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