+3,667.9%
STRL vs IT
+90.0%
+3,577.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.2% |
| 7D | +15.7% | +1.1% | +14.6% | +15.4% |
| 30D | -35.5% | -1.8% | -33.6% | -36.0% |
| 3M | -47.1% | +4.8% | -52.0% | -48.8% |
| 6M | -65.8% | +33.0% | -98.8% | -70.5% |
| YTD | -4.5% | -23.8% | +19.3% | -1.2% |
| 1Y | -10.5% | -16.5% | +6.0% | -11.4% |
| 3Y | +340.6% | -53.6% | +394.3% | +456.0% |
| 5Y | +911.0% | -42.1% | +953.2% | +1,007.9% |
| All | +3,667.9% | +90.0% | +3,577.9% | +2,174.4% |
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