+3,667.9%
STRL vs TRU
+183.1%
+3,484.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +15.7% | 0.0% | +15.6% | +15.7% |
| 30D | -35.5% | +21.3% | -56.8% | -40.3% |
| 3M | -47.1% | +0.2% | -47.4% | -48.3% |
| 6M | -65.8% | +22.4% | -88.2% | -69.9% |
| YTD | -4.5% | -4.8% | +0.3% | -8.9% |
| 1Y | -10.5% | -0.2% | -10.3% | -16.5% |
| 3Y | +340.6% | +57.9% | +282.7% | +229.1% |
| 5Y | +911.0% | -26.1% | +937.2% | +923.4% |
| All | +3,667.9% | +183.1% | +3,484.8% | +2,650.5% |
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