+539.5%
STRL vs ITOT
+75.4%
+464.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.2% |
| 7D | +8.2% | -0.4% | +8.6% | +9.0% |
| 30D | -6.3% | -1.6% | -4.7% | -2.9% |
| 3M | -41.2% | +3.5% | -44.7% | -45.2% |
| 6M | +20.4% | +13.1% | +7.2% | -4.0% |
| YTD | +61.7% | +12.7% | +49.0% | +30.4% |
| 1Y | +72.7% | +18.3% | +54.4% | +29.9% |
| All | +539.5% | +75.4% | +464.0% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling