+7,301.3%
STRL vs VIG
+241.3%
+7,060.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | +8.2% | -1.2% | +9.4% | +9.9% |
| 30D | -6.3% | -2.8% | -3.5% | -2.6% |
| 3M | -41.2% | +2.5% | -43.7% | -43.4% |
| 6M | +20.4% | +8.1% | +12.3% | +9.1% |
| YTD | +61.7% | +9.6% | +52.1% | +44.2% |
| 1Y | +72.7% | +14.2% | +58.6% | +47.1% |
| 3Y | +530.9% | +56.1% | +474.8% | +269.9% |
| 5Y | +2,125.4% | +62.8% | +2,062.6% | +1,141.7% |
| 10Y | +7,301.3% | +248.2% | +7,053.1% | +1,472.1% |
| All | +7,301.3% | +241.3% | +7,060.0% | +1,472.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VIG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling