+3,690.1%
STRL vs VEEV
+678.3%
+3,011.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -19.8% | +0.8% | -20.6% | -20.0% |
| 30D | -43.6% | +3.2% | -46.7% | -43.9% |
| 3M | -45.2% | +30.2% | -75.4% | -47.9% |
| 6M | -65.7% | +83.7% | -149.4% | -69.8% |
| YTD | -5.4% | +36.9% | -42.3% | -12.2% |
| 1Y | -24.7% | +3.3% | -28.0% | -25.5% |
| 3Y | +335.0% | +85.1% | +249.9% | +272.8% |
| 5Y | +915.3% | -2.6% | +917.9% | +860.6% |
| All | +3,690.1% | +678.3% | +3,011.8% | +2,365.0% |
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