+3,877.1%
STRL vs TAP
-47.8%
+3,924.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.1% |
| 7D | +7.1% | -8.0% | +15.1% | +9.6% |
| 30D | -39.4% | +4.1% | -43.4% | -40.7% |
| 3M | -43.0% | -4.4% | -38.6% | -43.0% |
| 6M | -65.0% | -1.9% | -63.1% | -65.9% |
| YTD | -0.8% | -12.1% | +11.3% | 0.0% |
| 1Y | -20.3% | -12.0% | -8.3% | -20.0% |
| 3Y | +356.5% | -25.0% | +381.5% | +370.1% |
| 5Y | +952.8% | -1.1% | +953.9% | +830.2% |
| 10Y | +3,877.1% | -47.6% | +3,924.7% | +3,354.3% |
| All | +3,877.1% | -47.8% | +3,924.9% | +3,354.3% |
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