+3,786.6%
STRL vs ITOT
+289.0%
+3,497.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.1% |
| 7D | +23.4% | +3.3% | +20.2% | +18.5% |
| 30D | -39.5% | -2.5% | -37.0% | -36.8% |
| 3M | -45.1% | -2.3% | -42.7% | -42.5% |
| 6M | -64.6% | +3.0% | -67.6% | -65.2% |
| YTD | -1.5% | +11.9% | -13.4% | -11.6% |
| 1Y | -20.8% | +12.0% | -32.8% | -28.4% |
| 3Y | +353.1% | +77.8% | +275.3% | +147.3% |
| 5Y | +942.9% | +65.0% | +877.9% | +521.8% |
| All | +3,786.6% | +289.0% | +3,497.6% | +721.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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