+484.0%
V vs STRL
+3,697.3%
-3,213.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.6% |
| 7D | +0.9% | +15.7% | -14.7% | -0.6% |
| 30D | +9.0% | -35.5% | +44.4% | +12.8% |
| 3M | +16.7% | -47.1% | +63.9% | +22.7% |
| 6M | +33.4% | -65.8% | +99.2% | +44.9% |
| YTD | +22.4% | -4.5% | +26.9% | +12.6% |
| 1Y | +27.7% | -10.5% | +38.2% | +18.1% |
| 3Y | +78.0% | +340.6% | -262.6% | +19.4% |
| 5Y | +108.5% | +911.0% | -802.5% | +15.8% |
| All | +484.0% | +3,697.3% | -3,213.3% | +143.2% |
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