+7,301.3%
STRL vs VEEV
+538.1%
+6,763.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +8.2% | -7.1% | +15.3% | +9.5% |
| 30D | -6.3% | +11.1% | -17.4% | -8.3% |
| 3M | -41.2% | +55.5% | -96.7% | -46.5% |
| 6M | +20.4% | +33.4% | -13.0% | +12.3% |
| YTD | +61.7% | +16.8% | +44.9% | +54.5% |
| 1Y | +72.7% | -7.7% | +80.5% | +74.0% |
| 3Y | +530.9% | +18.4% | +512.5% | +490.0% |
| 5Y | +2,125.4% | -14.8% | +2,140.2% | +2,056.0% |
| 10Y | +7,301.3% | +546.5% | +6,754.8% | +4,856.2% |
| All | +7,301.3% | +538.1% | +6,763.2% | +4,856.2% |
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