+7,178.3%
STRL vs VSH
+170.2%
+7,008.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.8% |
| 7D | +10.1% | +6.2% | +3.9% | +6.3% |
| 30D | -8.2% | -11.1% | +2.9% | -1.7% |
| 3M | -43.7% | -44.9% | +1.2% | -22.5% |
| 6M | +27.1% | +90.0% | -62.9% | -14.2% |
| YTD | +64.0% | +118.8% | -54.8% | +1.5% |
| 1Y | +75.2% | +109.0% | -33.8% | +10.9% |
| 3Y | +539.9% | +35.6% | +504.3% | +383.9% |
| 5Y | +2,133.0% | +66.7% | +2,066.3% | +1,338.5% |
| 10Y | +7,178.3% | +167.9% | +7,010.3% | +3,471.1% |
| All | +7,178.3% | +170.2% | +7,008.0% | +3,471.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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