+346.8%
STRL vs VEEV
+71.8%
+275.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.9% | +14.1% | +15.0% |
| 7D | -13.3% | -0.2% | -13.2% | -13.3% |
| 30D | -43.3% | +3.5% | -46.8% | -43.4% |
| 3M | -46.9% | +32.9% | -79.8% | -47.4% |
| 6M | -65.6% | +84.2% | -149.8% | -67.2% |
| YTD | -5.1% | +37.3% | -42.3% | -3.2% |
| 1Y | -23.1% | +3.9% | -27.0% | -14.0% |
| 3Y | +346.8% | +83.9% | +262.9% | +306.3% |
| All | +346.8% | +71.8% | +275.1% | +306.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling