+3,455.8%
STRL vs VSH
+101.2%
+3,354.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.3% | +0.1% |
| 7D | -26.9% | -12.9% | -14.0% | -20.0% |
| 30D | -52.7% | -36.9% | -15.8% | -37.8% |
| 3M | -52.8% | -28.8% | -24.1% | -42.3% |
| 6M | -71.5% | -30.3% | -41.2% | -66.0% |
| YTD | -17.4% | +62.4% | -79.8% | -38.8% |
| 1Y | -35.0% | +62.5% | -97.5% | -51.8% |
| 3Y | +239.2% | +7.4% | +231.8% | +195.2% |
| 5Y | +830.2% | +25.4% | +804.7% | +611.9% |
| All | +3,455.8% | +101.2% | +3,354.6% | +2,228.0% |
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