+3,786.6%
STRL vs VMC
+126.5%
+3,660.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | +0.2% |
| 7D | +23.4% | -1.7% | +25.1% | +24.9% |
| 30D | -39.5% | +15.3% | -54.8% | -45.4% |
| 3M | -45.1% | +0.3% | -45.4% | -45.9% |
| 6M | -64.6% | +0.9% | -65.4% | -65.8% |
| YTD | -1.5% | -1.0% | -0.5% | -3.4% |
| 1Y | -20.8% | -4.3% | -16.4% | -20.2% |
| 3Y | +353.1% | +35.3% | +317.8% | +276.6% |
| 5Y | +942.9% | +44.4% | +898.5% | +727.5% |
| All | +3,786.6% | +126.5% | +3,660.1% | +2,263.7% |
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