+2,022.6%
STRL vs VIG
+63.1%
+1,959.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.2% | +6.5% |
| 7D | +3.4% | -0.4% | +3.8% | +4.1% |
| 30D | -9.2% | -1.0% | -8.3% | -7.9% |
| 3M | -51.0% | +2.8% | -53.8% | -53.3% |
| 6M | +15.8% | +8.2% | +7.6% | +3.1% |
| YTD | +58.9% | +11.0% | +47.8% | +36.2% |
| 1Y | +68.5% | +16.1% | +52.4% | +36.7% |
| 3Y | +485.2% | +56.2% | +429.1% | +231.9% |
| All | +2,022.6% | +63.1% | +1,959.4% | +1,055.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling