+2,022.6%
STRL vs IT
-40.5%
+2,063.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.6% | +10.4% | +5.9% |
| 7D | +3.4% | -6.0% | +9.4% | +3.6% |
| 30D | -9.2% | 0.0% | -9.2% | -9.3% |
| 3M | -51.0% | +13.1% | -64.1% | -51.2% |
| 6M | +15.8% | +11.7% | +4.1% | +14.3% |
| YTD | +58.9% | -26.1% | +85.0% | +75.6% |
| 1Y | +68.5% | -21.3% | +89.8% | +80.3% |
| 3Y | +485.2% | -46.7% | +532.0% | +629.6% |
| All | +2,022.6% | -40.5% | +2,063.1% | +2,328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling