+5,293.5%
STRL vs VEEV
+623.9%
+4,669.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.3% | +9.0% | +6.4% |
| 7D | +3.4% | -0.6% | +4.0% | +3.5% |
| 30D | -9.2% | +28.8% | -38.1% | -13.9% |
| 3M | -51.0% | +54.0% | -105.1% | -55.8% |
| 6M | +15.8% | +46.0% | -30.2% | +4.9% |
| YTD | +58.9% | +23.2% | +35.6% | +48.9% |
| 1Y | +68.5% | +1.9% | +66.7% | +65.0% |
| 3Y | +485.2% | +27.0% | +458.2% | +434.4% |
| 5Y | +2,005.1% | -13.4% | +2,018.5% | +1,929.7% |
| 10Y | +7,118.0% | +575.2% | +6,542.7% | +3,884.4% |
| All | +5,293.5% | +623.9% | +4,669.5% | +2,519.0% |
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 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