+2,926.4%
V vs STRL
+2,502.9%
+423.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -1.8% |
| 7D | -1.7% | +3.4% | -5.1% | -2.2% |
| 30D | +2.0% | -9.2% | +11.2% | +3.1% |
| 3M | +17.4% | -51.0% | +68.4% | +28.2% |
| 6M | +17.5% | +15.8% | +1.7% | +7.7% |
| YTD | +7.6% | +58.9% | -51.3% | -7.3% |
| 1Y | +7.7% | +68.5% | -60.8% | -9.5% |
| 3Y | +54.7% | +485.2% | -430.6% | -2.6% |
| 5Y | +73.0% | +2,005.1% | -1,932.1% | -17.4% |
| 10Y | +390.9% | +7,118.0% | -6,727.1% | +64.5% |
| All | +2,926.4% | +2,502.9% | +423.5% | +970.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling