+454.5%
V vs STRL
+3,927.3%
-3,472.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.6% | -19.8% | +20.4% | +2.2% |
| 30D | +9.7% | -43.6% | +53.3% | +15.1% |
| 3M | +17.3% | -45.2% | +62.5% | +22.9% |
| 6M | +33.2% | -65.7% | +98.9% | +44.6% |
| YTD | +21.3% | -5.4% | +26.8% | +11.8% |
| 1Y | +27.3% | -24.7% | +52.0% | +20.7% |
| 3Y | +76.1% | +335.0% | -259.0% | +18.5% |
| 5Y | +103.5% | +915.3% | -811.8% | +13.0% |
| 10Y | +454.5% | +3,877.5% | -3,423.0% | +131.5% |
| All | +454.5% | +3,927.3% | -3,472.8% | +131.5% |
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