+3,667.9%
STRL vs VEEV
+656.9%
+3,011.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +15.7% | -0.7% | +16.4% | +15.8% |
| 30D | -35.5% | +1.4% | -36.9% | -35.7% |
| 3M | -47.1% | +19.4% | -66.5% | -49.0% |
| 6M | -65.8% | +93.6% | -159.4% | -70.2% |
| YTD | -4.5% | +35.1% | -39.6% | -11.2% |
| 1Y | -10.5% | +3.4% | -13.8% | -11.6% |
| 3Y | +340.6% | +81.4% | +259.2% | +279.0% |
| 5Y | +911.0% | -5.1% | +916.1% | +860.9% |
| All | +3,667.9% | +656.9% | +3,011.1% | +2,358.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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