+61.0%
STRL vs VTR
+35.8%
+25.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -1.3% |
| 7D | +5.4% | -1.8% | +7.2% | +4.2% |
| 30D | -9.0% | +4.0% | -13.0% | -6.6% |
| 3M | -37.1% | +7.8% | -44.9% | -34.0% |
| 6M | +17.8% | +6.4% | +11.5% | +24.9% |
| YTD | +58.3% | +18.3% | +40.0% | +71.9% |
| 1Y | +61.0% | +33.9% | +27.1% | +88.3% |
| All | +61.0% | +35.8% | +25.2% | +88.3% |
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