+19,359.6%
STRL vs VSH
+1,105.1%
+18,254.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.4% | +1.3% | +4.6% |
| 7D | +3.4% | +4.1% | -0.7% | +2.3% |
| 30D | -9.2% | -4.2% | -5.1% | -8.1% |
| 3M | -51.0% | -50.0% | -1.1% | -41.5% |
| 6M | +15.8% | +80.2% | -64.4% | +0.5% |
| YTD | +58.9% | +121.1% | -62.2% | +30.9% |
| 1Y | +68.5% | +112.0% | -43.5% | +40.4% |
| 3Y | +485.2% | +22.5% | +462.7% | +442.4% |
| 5Y | +2,005.1% | +64.0% | +1,941.1% | +1,722.8% |
| 10Y | +7,118.0% | +170.4% | +6,947.6% | +5,616.5% |
| All | +19,359.6% | +1,105.1% | +18,254.5% | +10,729.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling