+10,012.8%
STRL vs STT
+5,367.3%
+4,645.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -26.9% | -2.5% | -24.4% | -26.3% |
| 30D | -52.7% | -5.0% | -47.7% | -51.8% |
| 3M | -52.8% | -10.5% | -42.4% | -51.1% |
| 6M | -71.5% | +10.0% | -81.5% | -72.1% |
| YTD | -17.4% | +30.7% | -48.1% | -23.4% |
| 1Y | -35.0% | +43.8% | -78.7% | -41.3% |
| 3Y | +239.2% | +168.1% | +71.1% | +155.1% |
| 5Y | +830.2% | +101.4% | +728.8% | +648.3% |
| 10Y | +3,574.7% | +211.3% | +3,363.4% | +2,524.4% |
| All | +10,012.8% | +5,367.3% | +4,645.5% | +5,014.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling