+2,133.0%
STRL vs VTR
+91.4%
+2,041.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.3% |
| 7D | +10.1% | -2.4% | +12.5% | +10.5% |
| 30D | -8.2% | -3.7% | -4.5% | -7.7% |
| 3M | -43.7% | +13.5% | -57.2% | -45.9% |
| 6M | +27.1% | +7.2% | +19.9% | +23.4% |
| YTD | +64.0% | +17.6% | +46.4% | +55.1% |
| 1Y | +75.2% | +35.4% | +39.8% | +58.0% |
| 3Y | +539.9% | +132.8% | +407.1% | +354.2% |
| 5Y | +2,133.0% | +88.7% | +2,044.3% | +1,582.4% |
| All | +2,133.0% | +91.4% | +2,041.6% | +1,582.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling