+2,022.6%
STRL vs STT
+145.1%
+1,877.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -56.0% |
| 6M | +15.8% | +55.3% | -39.5% | -10.0% |
| YTD | +58.9% | +53.3% | +5.5% | +23.7% |
| 1Y | +68.5% | +74.7% | -6.2% | +22.3% |
| 3Y | +485.2% | +205.8% | +279.4% | +216.6% |
| All | +2,022.6% | +145.1% | +1,877.5% | +1,068.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling