+2,022.6%
STRL vs TAP
+2.2%
+2,020.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.8% |
| 7D | +3.4% | -2.3% | +5.7% | +3.6% |
| 30D | -9.2% | -2.1% | -7.1% | -9.1% |
| 3M | -51.0% | +6.6% | -57.7% | -52.0% |
| 6M | +15.8% | -11.5% | +27.3% | +17.4% |
| YTD | +58.9% | -10.3% | +69.1% | +60.2% |
| 1Y | +68.5% | -14.4% | +82.9% | +71.4% |
| 3Y | +485.2% | -28.3% | +513.5% | +515.3% |
| All | +2,022.6% | +2.2% | +2,020.4% | +1,656.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling