+3,667.9%
STRL vs ITOT
+287.5%
+3,380.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.5% |
| 7D | +15.7% | +2.5% | +13.2% | +12.2% |
| 30D | -35.5% | -1.7% | -33.8% | -33.3% |
| 3M | -47.1% | -3.4% | -43.8% | -43.9% |
| 6M | -65.8% | +2.1% | -67.9% | -65.9% |
| YTD | -4.5% | +11.5% | -16.0% | -13.9% |
| 1Y | -10.5% | +13.6% | -24.1% | -20.8% |
| 3Y | +340.6% | +77.2% | +263.4% | +141.7% |
| 5Y | +911.0% | +64.4% | +846.7% | +506.2% |
| All | +3,667.9% | +287.5% | +3,380.4% | +700.8% |
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