+3,877.1%
STRL vs VEEV
+676.3%
+3,200.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +7.1% | -1.9% | +9.0% | +7.4% |
| 30D | -39.4% | +3.0% | -42.4% | -39.8% |
| 3M | -43.0% | +28.8% | -71.8% | -45.7% |
| 6M | -65.0% | +91.3% | -156.3% | -69.5% |
| YTD | -0.8% | +36.5% | -37.3% | -7.9% |
| 1Y | -20.3% | +1.9% | -22.2% | -20.9% |
| 3Y | +356.5% | +84.6% | +271.9% | +291.4% |
| 5Y | +952.8% | -2.6% | +955.4% | +896.0% |
| 10Y | +3,877.1% | +669.4% | +3,207.7% | +2,487.7% |
| All | +3,877.1% | +676.3% | +3,200.8% | +2,487.7% |
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