+37.6%
VGT vs STRL
+72.5%
-34.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +1.5% | +8.2% | -6.7% | +0.2% |
| 30D | +0.5% | -6.3% | +6.8% | +1.4% |
| 3M | +5.3% | -41.2% | +46.5% | +12.6% |
| 6M | +32.4% | +20.4% | +12.1% | +23.5% |
| YTD | +28.6% | +61.7% | -33.1% | +11.8% |
| 1Y | +37.6% | +72.7% | -35.1% | +17.7% |
| All | +37.6% | +72.5% | -34.9% | +17.7% |
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