+2,332.4%
STRL vs VT
+374.2%
+1,958.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | +0.4% | +2.9% | +2.9% |
| 30D | -9.2% | +1.0% | -10.2% | -10.2% |
| 3M | -51.0% | +2.4% | -53.4% | -51.8% |
| 6M | +15.8% | +12.0% | +3.8% | +4.5% |
| YTD | +58.9% | +15.3% | +43.5% | +39.1% |
| 1Y | +68.5% | +22.6% | +45.9% | +39.5% |
| 3Y | +485.2% | +74.7% | +410.5% | +240.6% |
| 5Y | +2,005.1% | +66.1% | +1,939.0% | +1,197.9% |
| 10Y | +7,118.0% | +225.0% | +6,892.9% | +2,169.5% |
| All | +2,332.4% | +374.2% | +1,958.3% | +474.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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