+7,178.3%
STRL vs VMC
+149.2%
+7,029.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.9% | +4.3% |
| 7D | +10.1% | -0.5% | +10.6% | +10.4% |
| 30D | -8.2% | -9.1% | +0.9% | -2.6% |
| 3M | -43.7% | -4.1% | -39.5% | -43.2% |
| 6M | +27.1% | -5.5% | +32.6% | +30.5% |
| YTD | +64.0% | -8.9% | +72.9% | +71.8% |
| 1Y | +75.2% | -12.9% | +88.1% | +89.9% |
| 3Y | +539.9% | +22.1% | +517.8% | +476.6% |
| 5Y | +2,133.0% | +52.7% | +2,080.3% | +1,659.3% |
| 10Y | +7,178.3% | +152.7% | +7,025.5% | +4,491.9% |
| All | +7,178.3% | +149.2% | +7,029.1% | +4,491.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling