+539.5%
STRL vs VTR
+131.3%
+408.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.5% |
| 7D | +8.2% | -2.9% | +11.1% | +7.9% |
| 30D | -6.3% | -2.8% | -3.5% | -6.6% |
| 3M | -41.2% | +9.0% | -50.2% | -41.4% |
| 6M | +20.4% | +5.0% | +15.4% | +20.3% |
| YTD | +61.7% | +16.9% | +44.8% | +59.8% |
| 1Y | +72.7% | +34.3% | +38.4% | +67.6% |
| All | +539.5% | +131.3% | +408.2% | +410.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling