+952.8%
STRL vs TAP
+1.8%
+951.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +4.9% |
| 7D | +7.1% | -8.0% | +15.1% | +7.2% |
| 30D | -39.4% | +4.1% | -43.4% | -39.7% |
| 3M | -43.0% | -4.4% | -38.6% | -42.9% |
| 6M | -65.0% | -1.9% | -63.1% | -65.3% |
| YTD | -0.8% | -12.1% | +11.3% | -0.1% |
| 1Y | -20.3% | -12.0% | -8.3% | -19.9% |
| 3Y | +356.5% | -25.0% | +381.5% | +366.9% |
| 5Y | +952.8% | -1.1% | +953.9% | +817.7% |
| All | +952.8% | +1.8% | +951.0% | +817.7% |
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