+7,161.0%
STRL vs STT
+267.1%
+6,893.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.6% |
| 7D | +3.4% | +0.5% | +2.9% | +3.1% |
| 30D | -9.2% | +3.9% | -13.1% | -11.4% |
| 3M | -51.0% | +20.0% | -71.0% | -56.1% |
| 6M | +15.8% | +55.3% | -39.5% | -11.2% |
| YTD | +58.9% | +53.3% | +5.5% | +22.1% |
| 1Y | +68.5% | +74.7% | -6.2% | +20.0% |
| 3Y | +485.2% | +205.8% | +279.4% | +195.8% |
| 5Y | +2,005.1% | +145.0% | +1,860.1% | +1,051.2% |
| All | +7,161.0% | +267.1% | +6,893.9% | +2,917.5% |
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