+68.5%
STRL vs VMC
-8.5%
+77.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.8% | +5.1% |
| 7D | +3.4% | -4.3% | +7.7% | +6.7% |
| 30D | -9.2% | -8.2% | -1.0% | -3.5% |
| 3M | -51.0% | -7.0% | -44.0% | -50.0% |
| 6M | +15.8% | -10.8% | +26.5% | +24.6% |
| YTD | +58.9% | -7.4% | +66.3% | +56.8% |
| 1Y | +68.5% | -9.5% | +78.0% | +76.2% |
| All | +68.5% | -8.5% | +77.0% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling