+6,906.6%
STRL vs VIVK
-100.0%
+7,006.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.1% |
| 7D | +5.4% | -9.5% | +14.9% | +5.5% |
| 30D | -9.0% | -35.1% | +26.1% | -8.7% |
| 3M | -37.1% | -93.4% | +56.3% | -36.0% |
| 6M | +17.8% | -98.0% | +115.8% | +20.2% |
| YTD | +58.3% | -97.9% | +156.2% | +60.4% |
| 1Y | +61.0% | -100.0% | +161.0% | +67.5% |
| 3Y | +517.8% | -100.0% | +617.8% | +538.3% |
| 5Y | +2,119.0% | -100.0% | +2,219.0% | +2,196.8% |
| All | +6,906.6% | -100.0% | +7,006.6% | +7,315.2% |
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