+3,988.2%
STRL vs TAP
-49.5%
+4,037.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -1.2% | +16.2% | +15.3% |
| 7D | -13.3% | -7.8% | -5.5% | -11.7% |
| 30D | -43.3% | +7.1% | -50.5% | -45.1% |
| 3M | -46.9% | -7.0% | -39.8% | -46.4% |
| 6M | -65.6% | -3.8% | -61.8% | -66.2% |
| YTD | -5.1% | -11.7% | +6.6% | -4.5% |
| 1Y | -23.1% | -10.1% | -13.0% | -23.4% |
| 3Y | +346.8% | -23.7% | +370.5% | +356.9% |
| 5Y | +907.2% | +2.9% | +904.3% | +775.1% |
| 10Y | +3,988.2% | -49.5% | +4,037.7% | +3,405.9% |
| All | +3,988.2% | -49.5% | +4,037.7% | +3,405.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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