-47.6%
STRL vs VG
-5.7%
-41.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -7.7% | -13.8% | -19.8% |
| 7D | -27.1% | -16.4% | -10.7% | -25.2% |
| 30D | -45.8% | -10.8% | -35.0% | -44.1% |
| 3M | -47.6% | -6.3% | -41.3% | -45.7% |
| All | -47.6% | -5.7% | -41.9% | -45.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling