+9,673.6%
STRL vs STT
+5,356.4%
+4,317.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.7% | -9.1% | -12.4% |
| 7D | -34.6% | -4.9% | -29.7% | -33.5% |
| 30D | -56.7% | -6.0% | -50.7% | -55.7% |
| 3M | -54.4% | -11.7% | -42.8% | -52.5% |
| 6M | -69.7% | +11.7% | -81.4% | -70.5% |
| YTD | -20.2% | +30.4% | -50.6% | -26.0% |
| 1Y | -40.6% | +43.9% | -84.5% | -46.4% |
| 3Y | +221.7% | +165.4% | +56.3% | +142.6% |
| 5Y | +799.0% | +101.0% | +698.0% | +623.6% |
| 10Y | +3,451.5% | +210.7% | +3,240.8% | +2,437.9% |
| All | +9,673.6% | +5,356.4% | +4,317.2% | +4,845.6% |
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