+7,961.0%
STRL vs VNQ
+392.1%
+7,568.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | +10.1% | -0.4% | +10.5% | +10.3% |
| 30D | -8.2% | -2.5% | -5.7% | -6.7% |
| 3M | -43.7% | +1.4% | -45.1% | -44.7% |
| 6M | +27.1% | +4.6% | +22.6% | +22.6% |
| YTD | +64.0% | +10.5% | +53.5% | +52.4% |
| 1Y | +75.2% | +8.4% | +66.8% | +64.9% |
| 3Y | +539.9% | +32.4% | +507.5% | +427.9% |
| 5Y | +2,133.0% | +5.5% | +2,127.5% | +2,023.8% |
| 10Y | +7,178.3% | +59.1% | +7,119.2% | +5,276.3% |
| All | +7,961.0% | +392.1% | +7,568.9% | +3,135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling