+409.7%
VUG vs STRL
+7,463.3%
-7,053.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.9% |
| 7D | +0.9% | +10.1% | -9.2% | -0.7% |
| 30D | -1.4% | -8.2% | +6.8% | -0.3% |
| 3M | +2.3% | -43.7% | +46.0% | +10.5% |
| 6M | +15.7% | +27.1% | -11.4% | +5.6% |
| YTD | +8.6% | +64.0% | -55.4% | -5.8% |
| 1Y | +14.1% | +75.2% | -61.1% | -3.3% |
| 3Y | +87.9% | +539.9% | -452.0% | +20.8% |
| 5Y | +76.3% | +2,133.0% | -2,056.7% | -11.2% |
| 10Y | +409.7% | +7,178.3% | -6,768.6% | +102.4% |
| All | +409.7% | +7,463.3% | -7,053.6% | +102.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling