+1,729.6%
STRL vs VIG
+623.5%
+1,106.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.2% | +6.4% |
| 7D | +3.4% | -0.4% | +3.8% | +4.0% |
| 30D | -9.2% | -1.0% | -8.3% | -8.1% |
| 3M | -51.0% | +2.8% | -53.8% | -52.9% |
| 6M | +15.8% | +8.2% | +7.6% | +5.2% |
| YTD | +58.9% | +11.0% | +47.8% | +39.6% |
| 1Y | +68.5% | +16.1% | +52.4% | +40.7% |
| 3Y | +485.2% | +56.2% | +429.1% | +240.4% |
| 5Y | +2,005.1% | +63.0% | +1,942.1% | +1,059.4% |
| 10Y | +7,118.0% | +241.4% | +6,876.5% | +1,431.8% |
| All | +1,729.6% | +623.5% | +1,106.1% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling