+776.0%
STRL vs SYY
+10.3%
+765.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.0% |
| 7D | -26.9% | -7.3% | -19.6% | -25.8% |
| 30D | -52.7% | +0.1% | -52.8% | -53.0% |
| 3M | -52.8% | -8.2% | -44.6% | -52.1% |
| 6M | -71.5% | +6.3% | -77.7% | -72.5% |
| YTD | -17.4% | +7.3% | -24.8% | -20.2% |
| 1Y | -35.0% | +8.5% | -43.4% | -37.5% |
| 3Y | +239.2% | +24.9% | +214.3% | +196.4% |
| All | +776.0% | +10.3% | +765.7% | +685.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling