+75.2%
STRL vs VMC
-11.8%
+87.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.9% | +4.4% |
| 7D | +10.1% | -0.5% | +10.6% | +10.5% |
| 30D | -8.2% | -9.1% | +0.9% | -1.8% |
| 3M | -43.7% | -4.1% | -39.5% | -44.9% |
| 6M | +27.1% | -5.5% | +32.6% | +29.2% |
| YTD | +64.0% | -8.9% | +72.9% | +63.4% |
| 1Y | +75.2% | -12.9% | +88.1% | +90.8% |
| All | +75.2% | -11.8% | +87.0% | +90.8% |
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