+993.2%
STRL vs VIG
+648.1%
+345.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.4% | +12.5% | +11.6% |
| 7D | -13.3% | +0.4% | -13.8% | -13.9% |
| 30D | -43.3% | +4.3% | -47.6% | -46.6% |
| 3M | -46.9% | +2.0% | -48.9% | -48.4% |
| 6M | -65.6% | +10.2% | -75.8% | -70.0% |
| YTD | -5.1% | +14.8% | -19.9% | -20.4% |
| 1Y | -23.1% | +17.5% | -40.5% | -37.2% |
| 3Y | +346.8% | +67.4% | +279.4% | +136.1% |
| 5Y | +907.2% | +63.4% | +843.8% | +451.1% |
| 10Y | +3,988.2% | +259.9% | +3,728.3% | +705.6% |
| All | +993.2% | +648.1% | +345.1% | -31.4% |
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