+12,216.2%
STRL vs ITOT
+896.7%
+11,319.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +6.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | -9.2% | 0.0% | -9.3% | -9.2% |
| 3M | -51.0% | +2.0% | -53.0% | -51.7% |
| 6M | +15.8% | +13.0% | +2.7% | +2.1% |
| YTD | +58.9% | +14.0% | +44.9% | +39.1% |
| 1Y | +68.5% | +19.9% | +48.6% | +40.9% |
| 3Y | +485.2% | +75.8% | +409.4% | +226.2% |
| 5Y | +2,005.1% | +73.8% | +1,931.3% | +1,082.1% |
| 10Y | +7,118.0% | +295.9% | +6,822.1% | +1,497.1% |
| All | +12,216.2% | +896.7% | +11,319.5% | +1,199.4% |
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