+7,406.7%
STRL vs VIG
+243.1%
+7,163.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +4.3% |
| 7D | +10.1% | -0.4% | +10.5% | +10.6% |
| 30D | -8.2% | -2.1% | -6.1% | -5.6% |
| 3M | -43.7% | +3.3% | -47.0% | -46.5% |
| 6M | +27.1% | +9.3% | +17.8% | +13.4% |
| YTD | +64.0% | +10.1% | +53.8% | +45.1% |
| 1Y | +75.2% | +14.7% | +60.4% | +48.2% |
| 3Y | +539.9% | +56.9% | +483.0% | +272.3% |
| 5Y | +2,133.0% | +62.9% | +2,070.1% | +1,144.3% |
| All | +7,406.7% | +243.1% | +7,163.6% | +1,482.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling