-25.9%
STRL vs VYM
+21.8%
-47.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.2% | -22.7% | -24.6% |
| 7D | -27.1% | +1.2% | -28.2% | -29.9% |
| 30D | -45.8% | +5.2% | -51.0% | -53.8% |
| 3M | -47.6% | +0.5% | -48.2% | -48.8% |
| 6M | -46.4% | +7.7% | -54.1% | -58.7% |
| YTD | -7.4% | +17.2% | -24.6% | -44.1% |
| 1Y | -25.9% | +21.7% | -47.5% | -60.6% |
| All | -25.9% | +21.8% | -47.6% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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