+16,509.7%
STRL vs IT
+6,259.0%
+10,250.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.5% | +14.5% | +14.9% |
| 7D | -13.3% | -18.8% | +5.5% | -10.3% |
| 30D | -43.3% | -0.1% | -43.3% | -43.8% |
| 3M | -46.9% | +2.9% | -49.8% | -48.1% |
| 6M | -65.6% | +20.4% | -86.0% | -68.5% |
| YTD | -5.1% | -24.3% | +19.2% | -5.9% |
| 1Y | -23.1% | -17.2% | -5.9% | -25.4% |
| 3Y | +346.8% | -52.4% | +399.2% | +383.3% |
| 5Y | +907.2% | -43.7% | +950.9% | +942.9% |
| 10Y | +3,988.2% | +90.3% | +3,897.9% | +3,167.7% |
| All | +16,509.7% | +6,259.0% | +10,250.7% | +15,293.1% |
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