+937.9%
STRL vs STT
+104.1%
+833.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.0% |
| 7D | +15.7% | +4.8% | +10.9% | +12.5% |
| 30D | -35.5% | +3.9% | -39.4% | -36.8% |
| 3M | -47.1% | -8.2% | -39.0% | -43.9% |
| 6M | -65.8% | +15.6% | -81.4% | -68.3% |
| YTD | -4.5% | +37.6% | -42.2% | -20.1% |
| 1Y | -10.5% | +50.1% | -60.6% | -28.8% |
| 3Y | +340.6% | +183.1% | +157.6% | +152.2% |
| All | +937.9% | +104.1% | +833.8% | +565.1% |
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