+108.8%
V vs STRL
+924.6%
-815.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +0.8% | -19.8% | +20.6% | +1.5% |
| 30D | +9.9% | -43.6% | +53.5% | +12.4% |
| 3M | +17.5% | -45.2% | +62.7% | +20.1% |
| 6M | +33.5% | -65.7% | +99.2% | +39.1% |
| YTD | +21.6% | -5.4% | +27.0% | +12.6% |
| 1Y | +27.6% | -24.7% | +52.3% | +21.0% |
| 3Y | +76.4% | +335.0% | -258.6% | +21.3% |
| All | +108.8% | +924.6% | -815.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling