+3,786.6%
STRL vs IT
+88.7%
+3,697.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +23.4% | -3.7% | +27.1% | +24.3% |
| 30D | -39.5% | -3.1% | -36.4% | -39.8% |
| 3M | -45.1% | +6.3% | -51.4% | -47.0% |
| 6M | -64.6% | +24.8% | -89.3% | -68.8% |
| YTD | -1.5% | -24.4% | +22.8% | +2.0% |
| 1Y | -20.8% | -17.1% | -3.7% | -21.5% |
| 3Y | +353.1% | -53.6% | +406.8% | +470.6% |
| 5Y | +942.9% | -42.5% | +985.4% | +1,044.3% |
| All | +3,786.6% | +88.7% | +3,697.9% | +2,249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling