+1,948.4%
STRL vs VYM
+492.8%
+1,455.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.3% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -9.2% | -0.5% | -8.7% | -8.6% |
| 3M | -51.0% | +3.0% | -54.1% | -53.0% |
| 6M | +15.8% | +8.2% | +7.6% | +5.6% |
| YTD | +58.9% | +15.8% | +43.0% | +33.1% |
| 1Y | +68.5% | +20.8% | +47.7% | +34.7% |
| 3Y | +485.2% | +65.3% | +420.0% | +222.6% |
| 5Y | +2,005.1% | +76.6% | +1,928.5% | +978.0% |
| 10Y | +7,118.0% | +203.9% | +6,914.0% | +1,901.3% |
| All | +1,948.4% | +492.8% | +1,455.6% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling