-25.9%
STRL vs VG
+47.2%
-73.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -7.7% | -13.8% | -22.0% |
| 7D | -27.1% | -16.4% | -10.7% | -28.3% |
| 30D | -45.8% | -10.8% | -35.0% | -46.3% |
| 3M | -47.6% | -6.3% | -41.3% | -47.5% |
| 6M | -46.4% | -12.5% | -33.9% | -45.9% |
| YTD | -7.4% | +76.9% | -84.3% | -15.4% |
| 1Y | -25.9% | +51.8% | -77.6% | -30.5% |
| All | -25.9% | +47.2% | -73.0% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling