+6,678.0%
STRL vs VO
+797.8%
+5,880.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | -26.9% | -2.6% | -24.4% | -24.5% |
| 30D | -52.7% | -0.9% | -51.7% | -52.0% |
| 3M | -52.8% | -3.0% | -49.8% | -50.7% |
| 6M | -71.5% | +2.2% | -73.7% | -71.7% |
| YTD | -17.4% | +10.6% | -28.0% | -24.2% |
| 1Y | -35.0% | +12.5% | -47.5% | -41.2% |
| 3Y | +239.2% | +61.4% | +177.8% | +115.0% |
| 5Y | +830.2% | +33.4% | +796.8% | +625.9% |
| 10Y | +3,574.7% | +201.5% | +3,373.2% | +1,127.3% |
| All | +6,678.0% | +797.8% | +5,880.2% | +941.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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