+6,906.6%
STRL vs ITW
+191.6%
+6,715.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.4% |
| 7D | +5.4% | -2.4% | +7.8% | +7.3% |
| 30D | -9.0% | -9.5% | +0.5% | -1.7% |
| 3M | -37.1% | +6.6% | -43.7% | -41.4% |
| 6M | +17.8% | -1.8% | +19.6% | +17.9% |
| YTD | +58.3% | +9.0% | +49.3% | +45.7% |
| 1Y | +61.0% | +3.6% | +57.5% | +53.2% |
| 3Y | +517.8% | +19.4% | +498.4% | +419.5% |
| 5Y | +2,119.0% | +36.4% | +2,082.6% | +1,543.4% |
| All | +6,906.6% | +191.6% | +6,715.1% | +2,769.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling