-25.9%
STRL vs VTR
+22.5%
-48.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.5% | -23.9% | -19.5% |
| 7D | -27.1% | +10.0% | -37.1% | -21.3% |
| 30D | -45.8% | +9.6% | -55.4% | -41.5% |
| 3M | -47.6% | -1.2% | -46.4% | -47.2% |
| 6M | -46.4% | +2.8% | -49.2% | -42.0% |
| YTD | -7.4% | +17.4% | -24.8% | -2.8% |
| 1Y | -25.9% | +22.0% | -47.8% | -19.4% |
| All | -25.9% | +22.5% | -48.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling