+6,906.6%
STRL vs VRSK
+125.6%
+6,781.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | +5.4% | -7.7% | +13.1% | +6.9% |
| 30D | -9.0% | -2.8% | -6.2% | -8.8% |
| 3M | -37.1% | -3.7% | -33.3% | -37.9% |
| 6M | +17.8% | -12.8% | +30.6% | +18.7% |
| YTD | +58.3% | -21.0% | +79.3% | +63.9% |
| 1Y | +61.0% | -32.5% | +93.5% | +75.9% |
| 3Y | +517.8% | -26.5% | +544.3% | +525.5% |
| 5Y | +2,119.0% | -11.5% | +2,130.5% | +1,897.6% |
| All | +6,906.6% | +125.6% | +6,781.0% | +3,759.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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