+340.6%
STRL vs VMC
+35.0%
+305.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.6% |
| 7D | +15.7% | -1.3% | +16.9% | +17.1% |
| 30D | -35.5% | +15.5% | -50.9% | -44.1% |
| 3M | -47.1% | +0.6% | -47.7% | -48.2% |
| 6M | -65.8% | +2.1% | -67.8% | -68.1% |
| YTD | -4.5% | -1.6% | -3.0% | -8.2% |
| 1Y | -10.5% | -1.2% | -9.3% | -14.0% |
| 3Y | +340.6% | +35.3% | +305.3% | +218.8% |
| All | +340.6% | +35.0% | +305.6% | +218.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling