+30.5%
STRL vs VG
-51.4%
+81.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.0% | -9.9% | -13.5% |
| 7D | -34.6% | -22.0% | -12.6% | -33.2% |
| 30D | -56.7% | -14.7% | -41.9% | -56.0% |
| 3M | -54.4% | -7.1% | -47.3% | -54.1% |
| 6M | -69.7% | -11.2% | -58.5% | -69.5% |
| YTD | -20.2% | +69.8% | -90.0% | -33.2% |
| 1Y | -40.6% | +49.9% | -90.4% | -49.0% |
| All | +30.5% | -51.4% | +81.9% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling