+515.0%
STRL vs IT
-46.7%
+561.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.6% | +10.4% | +5.1% |
| 7D | +3.4% | -6.0% | +9.4% | +2.5% |
| 30D | -9.2% | 0.0% | -9.2% | -9.0% |
| 3M | -51.0% | +13.1% | -64.1% | -48.4% |
| 6M | +15.8% | +11.7% | +4.1% | +22.0% |
| YTD | +58.9% | -26.1% | +85.0% | +78.8% |
| 1Y | +68.5% | -21.3% | +89.8% | +85.7% |
| All | +515.0% | -46.7% | +561.7% | +793.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling