+3,786.6%
STRL vs VIVK
-100.0%
+3,886.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.8% | -0.6% |
| 7D | +23.4% | -38.6% | +62.1% | +23.9% |
| 30D | -39.5% | -87.7% | +48.2% | -38.3% |
| 3M | -45.1% | -98.9% | +53.8% | -43.0% |
| 6M | -64.6% | -100.0% | +35.4% | -62.4% |
| YTD | -1.5% | -100.0% | +98.4% | +3.3% |
| 1Y | -20.8% | -100.0% | +79.2% | -15.1% |
| 3Y | +353.1% | -100.0% | +453.1% | +384.6% |
| 5Y | +942.9% | -100.0% | +1,042.9% | +1,022.1% |
| All | +3,786.6% | -100.0% | +3,886.6% | +4,082.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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