+3,786.6%
STRL vs SYY
+86.6%
+3,700.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +23.4% | +1.3% | +22.1% | +22.9% |
| 30D | -39.5% | -3.5% | -36.0% | -39.3% |
| 3M | -45.1% | -9.3% | -35.7% | -43.5% |
| 6M | -64.6% | +5.9% | -70.5% | -66.2% |
| YTD | -1.5% | +6.5% | -8.0% | -6.2% |
| 1Y | -20.8% | +4.0% | -24.8% | -23.9% |
| 3Y | +353.1% | +23.0% | +330.2% | +292.0% |
| 5Y | +942.9% | +14.3% | +928.5% | +820.8% |
| All | +3,786.6% | +86.6% | +3,700.0% | +2,692.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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