+3,667.9%
STRL vs VNQ
+83.2%
+3,584.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +15.7% | +0.8% | +14.9% | +15.1% |
| 30D | -35.5% | +6.8% | -42.2% | -39.3% |
| 3M | -47.1% | -1.3% | -45.9% | -47.0% |
| 6M | -65.8% | +2.4% | -68.1% | -67.2% |
| YTD | -4.5% | +12.1% | -16.6% | -14.8% |
| 1Y | -10.5% | +12.0% | -22.5% | -20.0% |
| 3Y | +340.6% | +44.8% | +295.8% | +215.3% |
| 5Y | +911.0% | +6.9% | +904.2% | +826.5% |
| All | +3,667.9% | +83.2% | +3,584.7% | +2,291.8% |
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