-40.6%
STRL vs VG
+45.2%
-85.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.0% | -9.9% | -14.1% |
| 7D | -34.6% | -22.0% | -12.6% | -36.1% |
| 30D | -56.7% | -14.7% | -41.9% | -57.1% |
| 3M | -54.4% | -7.1% | -47.3% | -54.2% |
| 6M | -69.7% | -11.2% | -58.5% | -69.3% |
| YTD | -20.2% | +69.8% | -90.0% | -28.6% |
| 1Y | -40.6% | +49.9% | -90.4% | -45.4% |
| All | -40.6% | +45.2% | -85.7% | -45.4% |
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