+2,902.2%
STRL vs VICI
+95.1%
+2,807.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | +5.4% | -3.6% | +9.0% | +7.3% |
| 30D | -9.0% | -4.8% | -4.2% | -6.9% |
| 3M | -37.1% | -11.5% | -25.6% | -34.1% |
| 6M | +17.8% | -12.8% | +30.6% | +23.7% |
| YTD | +58.3% | -9.1% | +67.5% | +62.3% |
| 1Y | +61.0% | -20.5% | +81.6% | +76.6% |
| 3Y | +517.8% | -5.8% | +523.6% | +503.7% |
| 5Y | +2,119.0% | +9.1% | +2,110.0% | +1,876.1% |
| All | +2,902.2% | +95.1% | +2,807.1% | +1,912.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICI.
Daily Out/Under-Performance
Portfolio return minus VICI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICI 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 10y: compounded portfolio wealth divided by compounded VICI 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…
10y analysis · Full analysis span regression · 6 months rolling