+14,346.9%
STRL vs IT
+6,228.4%
+8,118.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.5% | +4.2% |
| 7D | -26.9% | -16.9% | -10.0% | -24.7% |
| 30D | -52.7% | +2.3% | -55.0% | -53.3% |
| 3M | -52.8% | +2.9% | -55.7% | -53.9% |
| 6M | -71.5% | +25.9% | -97.3% | -74.2% |
| YTD | -17.4% | -24.6% | +7.2% | -18.1% |
| 1Y | -35.0% | -16.0% | -18.9% | -37.2% |
| 3Y | +239.2% | -51.6% | +290.8% | +265.2% |
| 5Y | +830.2% | -42.6% | +872.8% | +859.2% |
| 10Y | +3,574.7% | +103.6% | +3,471.2% | +2,801.4% |
| All | +14,346.9% | +6,228.4% | +8,118.5% | +13,299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling