+2,267.4%
VGT vs STRL
+12,942.6%
-10,675.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | -0.6% |
| 7D | +1.0% | +3.4% | -2.4% | +0.4% |
| 30D | +1.3% | -9.2% | +10.5% | +2.7% |
| 3M | -1.1% | -51.0% | +49.9% | +9.3% |
| 6M | +32.6% | +15.8% | +16.9% | +24.8% |
| YTD | +29.0% | +58.9% | -29.9% | +15.1% |
| 1Y | +39.7% | +68.5% | -28.8% | +22.5% |
| 3Y | +120.9% | +485.2% | -364.3% | +55.0% |
| 5Y | +133.6% | +2,005.1% | -1,871.6% | +33.6% |
| 10Y | +792.6% | +7,118.0% | -6,325.4% | +302.0% |
| All | +2,267.4% | +12,942.6% | -10,675.2% | +968.0% |
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