+6,950.6%
STRL vs VMC
+153.4%
+6,797.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.8% | +5.2% |
| 7D | +3.4% | -4.3% | +7.7% | +6.3% |
| 30D | -9.2% | -8.2% | -1.0% | -4.3% |
| 3M | -51.0% | -7.0% | -44.0% | -49.6% |
| 6M | +15.8% | -10.8% | +26.5% | +23.3% |
| YTD | +58.9% | -7.4% | +66.3% | +64.8% |
| 1Y | +68.5% | -9.5% | +78.0% | +78.4% |
| 3Y | +485.2% | +20.5% | +464.7% | +431.0% |
| 5Y | +2,005.1% | +51.6% | +1,953.5% | +1,563.0% |
| All | +6,950.6% | +153.4% | +6,797.2% | +4,303.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling