+449.7%
V vs STRL
+3,580.1%
-3,130.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | +2.2% | -26.9% | +29.1% | +4.7% |
| 30D | +13.6% | -52.7% | +66.3% | +21.2% |
| 3M | +14.3% | -52.8% | +67.1% | +21.5% |
| 6M | +33.1% | -71.5% | +104.6% | +47.1% |
| YTD | +21.2% | -17.4% | +38.7% | +13.2% |
| 1Y | +26.4% | -35.0% | +61.4% | +21.7% |
| 3Y | +77.6% | +239.2% | -161.6% | +23.4% |
| 5Y | +102.6% | +830.2% | -727.6% | +13.5% |
| All | +449.7% | +3,580.1% | -3,130.4% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling