+7,302.3%
STRL vs ITOT
+875.1%
+6,427.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | +15.7% | +2.5% | +13.2% | +12.6% |
| 30D | -35.5% | -1.7% | -33.8% | -33.5% |
| 3M | -47.1% | -3.4% | -43.8% | -44.2% |
| 6M | -65.8% | +2.1% | -67.9% | -65.9% |
| YTD | -4.5% | +11.5% | -16.0% | -13.1% |
| 1Y | -10.5% | +13.6% | -24.1% | -20.0% |
| 3Y | +340.6% | +77.2% | +263.4% | +146.3% |
| 5Y | +911.0% | +64.4% | +846.7% | +513.9% |
| 10Y | +3,727.1% | +288.6% | +3,438.5% | +775.7% |
| All | +7,302.3% | +875.1% | +6,427.2% | +711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling