+2,022.6%
STRL vs VSH
+64.7%
+1,957.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.4% | +1.3% | +3.3% |
| 7D | +3.4% | +4.1% | -0.7% | +1.2% |
| 30D | -9.2% | -4.2% | -5.1% | -7.2% |
| 3M | -51.0% | -50.0% | -1.1% | -30.4% |
| 6M | +15.8% | +80.2% | -64.4% | -16.1% |
| YTD | +58.9% | +121.1% | -62.2% | +3.5% |
| 1Y | +68.5% | +112.0% | -43.5% | +11.9% |
| 3Y | +485.2% | +22.5% | +462.7% | +397.0% |
| All | +2,022.6% | +64.7% | +1,957.9% | +1,349.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling