+3,667.9%
STRL vs SYY
+88.7%
+3,579.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.5% |
| 7D | +15.7% | +0.3% | +15.3% | +15.6% |
| 30D | -35.5% | -4.8% | -30.7% | -34.8% |
| 3M | -47.1% | -7.1% | -40.1% | -46.2% |
| 6M | -65.8% | +6.8% | -72.6% | -67.4% |
| YTD | -4.5% | +7.7% | -12.2% | -9.4% |
| 1Y | -10.5% | +5.7% | -16.2% | -14.6% |
| 3Y | +340.6% | +24.6% | +316.1% | +279.2% |
| 5Y | +911.0% | +15.6% | +895.4% | +788.7% |
| All | +3,667.9% | +88.7% | +3,579.2% | +2,594.8% |
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