+3,122.5%
STRL vs VEEV
+706.3%
+2,416.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.9% | +14.1% | +14.8% |
| 7D | -13.3% | -0.2% | -13.2% | -13.4% |
| 30D | -43.3% | +3.5% | -46.8% | -43.8% |
| 3M | -46.9% | +32.9% | -79.8% | -50.1% |
| 6M | -65.6% | +84.2% | -149.8% | -70.2% |
| YTD | -5.1% | +37.3% | -42.3% | -13.2% |
| 1Y | -23.1% | +3.9% | -27.0% | -24.9% |
| 3Y | +346.8% | +83.9% | +262.9% | +276.7% |
| 5Y | +907.2% | -4.3% | +911.4% | +850.2% |
| 10Y | +3,988.2% | +669.1% | +3,319.1% | +2,092.2% |
| All | +3,122.5% | +706.3% | +2,416.2% | +1,427.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling