+3,877.5%
STRL vs TRU
+174.2%
+3,703.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -19.8% | +4.6% | -24.4% | -21.3% |
| 30D | -43.6% | +25.4% | -69.0% | -48.3% |
| 3M | -45.2% | +4.0% | -49.2% | -47.0% |
| 6M | -65.7% | +14.5% | -80.2% | -69.0% |
| YTD | -5.4% | -3.7% | -1.7% | -10.1% |
| 1Y | -24.7% | +2.8% | -27.5% | -30.5% |
| 3Y | +335.0% | +58.5% | +276.5% | +224.9% |
| 5Y | +915.3% | -25.0% | +940.3% | +922.1% |
| 10Y | +3,877.5% | +186.0% | +3,691.5% | +2,842.3% |
| All | +3,877.5% | +174.2% | +3,703.3% | +2,842.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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