+539.5%
STRL vs VNQ
+30.9%
+508.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | +8.2% | -0.9% | +9.1% | +8.9% |
| 30D | -6.3% | -2.2% | -4.1% | -4.9% |
| 3M | -41.2% | -1.9% | -39.3% | -41.1% |
| 6M | +20.4% | +3.2% | +17.1% | +15.3% |
| YTD | +61.7% | +9.4% | +52.3% | +47.6% |
| 1Y | +72.7% | +7.5% | +65.2% | +59.9% |
| All | +539.5% | +30.9% | +508.6% | +405.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling