+159.7%
STRL vs VG
-39.3%
+199.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +5.8% |
| 7D | +3.4% | +1.7% | +1.7% | +3.2% |
| 30D | -9.2% | +16.0% | -25.3% | -10.4% |
| 3M | -51.0% | +9.7% | -60.8% | -51.5% |
| 6M | +15.8% | +29.6% | -13.8% | +7.5% |
| YTD | +58.9% | +112.0% | -53.2% | +30.5% |
| 1Y | +68.5% | +12.8% | +55.7% | +57.7% |
| All | +159.7% | -39.3% | +199.1% | +193.5% |
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 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