+3,988.2%
STRL vs IT
+96.9%
+3,891.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.5% | +14.5% | +14.9% |
| 7D | -13.3% | -18.8% | +5.5% | -10.2% |
| 30D | -43.3% | -0.1% | -43.3% | -44.0% |
| 3M | -46.9% | +2.9% | -49.8% | -48.4% |
| 6M | -65.6% | +20.4% | -86.0% | -69.3% |
| YTD | -5.1% | -24.3% | +19.2% | -1.7% |
| 1Y | -23.1% | -17.2% | -5.9% | -23.8% |
| 3Y | +346.8% | -52.4% | +399.2% | +455.4% |
| 5Y | +907.2% | -43.7% | +950.9% | +1,016.7% |
| 10Y | +3,988.2% | +90.3% | +3,897.9% | +2,352.5% |
| All | +3,988.2% | +96.9% | +3,891.3% | +2,352.5% |
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