+27.6%
V vs STRL
-26.6%
+54.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.8% | -19.8% | +20.6% | -0.3% |
| 30D | +9.9% | -43.6% | +53.5% | +7.0% |
| 3M | +17.5% | -45.2% | +62.7% | +14.4% |
| 6M | +33.5% | -65.7% | +99.2% | +28.0% |
| YTD | +21.6% | -5.4% | +27.0% | +16.4% |
| 1Y | +27.6% | -24.7% | +52.3% | +22.8% |
| All | +27.6% | -26.6% | +54.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling