+7,285.0%
STRL vs IT
+103.1%
+7,181.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.3% | +0.1% | +4.2% |
| 7D | +5.0% | -3.7% | +8.7% | +5.8% |
| 30D | -6.9% | +0.1% | -7.0% | -7.4% |
| 3M | -39.1% | +20.7% | -59.7% | -44.5% |
| 6M | +21.5% | +12.0% | +9.5% | +10.8% |
| YTD | +66.9% | -28.8% | +95.7% | +78.1% |
| 1Y | +61.6% | -25.5% | +87.2% | +67.7% |
| 3Y | +560.0% | -48.8% | +608.8% | +682.3% |
| 5Y | +2,238.9% | -42.7% | +2,281.6% | +2,456.1% |
| All | +7,285.0% | +103.1% | +7,181.9% | +4,606.4% |
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