+6,906.6%
STRL vs VNQ
+62.8%
+6,843.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.4% |
| 7D | +5.4% | -2.6% | +8.0% | +7.7% |
| 30D | -9.0% | -2.3% | -6.6% | -7.3% |
| 3M | -37.1% | -2.8% | -34.3% | -36.3% |
| 6M | +17.8% | +2.5% | +15.3% | +14.2% |
| YTD | +58.3% | +8.4% | +49.9% | +46.4% |
| 1Y | +61.0% | +6.8% | +54.2% | +50.8% |
| 3Y | +517.8% | +29.9% | +487.9% | +388.5% |
| 5Y | +2,119.0% | +7.2% | +2,111.8% | +1,938.5% |
| All | +6,906.6% | +62.8% | +6,843.8% | +4,816.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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