+3,297.7%
V vs STRL
+1,513.7%
+1,784.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.2% |
| 7D | -0.4% | +23.4% | -23.8% | -3.5% |
| 30D | +6.3% | -39.5% | +45.8% | +12.9% |
| 3M | +17.2% | -45.1% | +62.2% | +25.4% |
| 6M | +29.2% | -64.6% | +93.8% | +44.7% |
| YTD | +20.8% | -1.5% | +22.3% | +9.8% |
| 1Y | +25.0% | -20.8% | +45.8% | +17.3% |
| 3Y | +75.3% | +353.1% | -277.8% | +12.2% |
| 5Y | +105.8% | +942.9% | -837.0% | +8.5% |
| 10Y | +451.9% | +3,847.6% | -3,395.8% | +101.2% |
| All | +3,297.7% | +1,513.7% | +1,784.1% | +1,167.4% |
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