-35.0%
STRL vs VG
+48.6%
-83.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -26.9% | -22.0% | -4.9% | -28.6% |
| 30D | -52.7% | -11.6% | -41.0% | -53.0% |
| 3M | -52.8% | -14.9% | -38.0% | -53.2% |
| 6M | -71.5% | -3.5% | -67.9% | -70.7% |
| YTD | -17.4% | +70.0% | -87.4% | -26.0% |
| 1Y | -35.0% | +50.0% | -84.9% | -40.1% |
| All | -35.0% | +48.6% | -83.6% | -40.1% |
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