+2,638.7%
STRL vs VRSK
+593.4%
+2,045.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | +8.2% | -5.4% | +13.6% | +9.9% |
| 30D | -6.3% | -1.8% | -4.6% | -6.3% |
| 3M | -41.2% | -2.2% | -39.0% | -42.4% |
| 6M | +20.4% | -14.9% | +35.3% | +22.6% |
| YTD | +61.7% | -20.0% | +81.7% | +67.4% |
| 1Y | +72.7% | -33.1% | +105.9% | +91.5% |
| 3Y | +530.9% | -25.6% | +556.6% | +539.5% |
| 5Y | +2,125.4% | -10.1% | +2,135.5% | +1,894.0% |
| 10Y | +7,301.3% | +128.4% | +7,172.9% | +3,650.4% |
| All | +2,638.7% | +593.4% | +2,045.3% | +552.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling