-20.8%
STRL vs ITOT
+11.7%
-32.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | +0.9% |
| 7D | +23.4% | +3.3% | +20.2% | +11.9% |
| 30D | -39.5% | -2.5% | -37.0% | -33.6% |
| 3M | -45.1% | -2.3% | -42.7% | -39.8% |
| 6M | -64.6% | +3.0% | -67.6% | -67.6% |
| YTD | -1.5% | +11.9% | -13.4% | -29.7% |
| 1Y | -20.8% | +12.0% | -32.8% | -43.1% |
| All | -20.8% | +11.7% | -32.5% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling