+7,282.2%
STRL vs TAP
-50.2%
+7,332.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.8% |
| 7D | +3.4% | -2.3% | +5.7% | +4.1% |
| 30D | -9.2% | -2.1% | -7.1% | -8.9% |
| 3M | -51.0% | +6.6% | -57.7% | -52.9% |
| 6M | +15.8% | -11.5% | +27.3% | +18.5% |
| YTD | +58.9% | -10.3% | +69.1% | +61.0% |
| 1Y | +68.5% | -14.4% | +82.9% | +72.3% |
| 3Y | +485.2% | -28.3% | +513.5% | +522.4% |
| 5Y | +2,005.1% | +1.7% | +2,003.4% | +1,770.8% |
| All | +7,282.2% | -50.2% | +7,332.4% | +6,397.2% |
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