-25.9%
STRL vs ITW
+24.0%
-49.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.4% | -23.8% | -22.1% |
| 7D | -27.1% | +6.3% | -33.4% | -28.8% |
| 30D | -45.8% | +11.1% | -56.9% | -48.2% |
| 3M | -47.6% | +0.1% | -47.7% | -47.6% |
| 6M | -46.4% | +18.1% | -64.5% | -53.8% |
| YTD | -7.4% | +21.4% | -28.8% | -15.5% |
| 1Y | -25.9% | +22.9% | -48.7% | -31.7% |
| All | -25.9% | +24.0% | -49.9% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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