+937.9%
STRL vs VYM
+71.9%
+866.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -2.9% |
| 7D | +15.7% | +3.7% | +12.0% | +9.4% |
| 30D | -35.5% | +3.7% | -39.1% | -39.1% |
| 3M | -47.1% | -0.7% | -46.4% | -46.4% |
| 6M | -65.8% | +7.2% | -73.0% | -69.5% |
| YTD | -4.5% | +16.9% | -21.5% | -24.3% |
| 1Y | -10.5% | +19.6% | -30.1% | -31.2% |
| 3Y | +340.6% | +74.6% | +266.0% | +108.3% |
| All | +937.9% | +71.9% | +866.1% | +398.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling