+3,667.9%
STRL vs TAP
-46.0%
+3,713.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -3.9% |
| 7D | +15.7% | +1.3% | +14.4% | +15.1% |
| 30D | -35.5% | +5.7% | -41.2% | -37.2% |
| 3M | -47.1% | -1.9% | -45.2% | -47.6% |
| 6M | -65.8% | +0.9% | -66.7% | -66.9% |
| YTD | -4.5% | -9.5% | +5.0% | -4.6% |
| 1Y | -10.5% | -9.0% | -1.5% | -11.0% |
| 3Y | +340.6% | -22.2% | +362.9% | +348.4% |
| 5Y | +911.0% | +1.2% | +909.8% | +787.9% |
| All | +3,667.9% | -46.0% | +3,713.9% | +3,147.1% |
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