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  • STRL vs ITOT✓SelectedUSD · ITOTSTRL vs ITOT performance historyLatest closeAs of-3.05%11/13
Stock and ETF performance explorer

STRL vs ITOT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,302.3%
ITOT return
+875.1%
Excess return
+6,427.2%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioITOTExcessAlpha
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