+3,988.2%
STRL vs VMC
+146.3%
+3,841.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.6% | +12.4% | +13.4% |
| 7D | -13.3% | +0.3% | -13.6% | -13.9% |
| 30D | -43.3% | +18.6% | -61.9% | -49.7% |
| 3M | -46.9% | +2.0% | -48.9% | -48.3% |
| 6M | -65.6% | +2.6% | -68.2% | -67.1% |
| YTD | -5.1% | +2.3% | -7.3% | -8.7% |
| 1Y | -23.1% | +1.7% | -24.8% | -25.4% |
| 3Y | +346.8% | +41.7% | +305.1% | +261.4% |
| 5Y | +907.2% | +46.6% | +860.5% | +690.8% |
| 10Y | +3,988.2% | +140.3% | +3,847.9% | +2,359.6% |
| All | +3,988.2% | +146.3% | +3,841.9% | +2,359.6% |
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