+7,055.3%
STRL vs ITW
+190.2%
+6,865.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.1% |
| 7D | +8.2% | -1.9% | +10.1% | +9.8% |
| 30D | -6.3% | -10.4% | +4.1% | +1.9% |
| 3M | -41.2% | +3.5% | -44.7% | -43.9% |
| 6M | +20.4% | -3.4% | +23.7% | +22.0% |
| YTD | +61.7% | +8.5% | +53.2% | +49.3% |
| 1Y | +72.7% | +3.2% | +69.5% | +64.7% |
| 3Y | +530.9% | +18.9% | +512.0% | +432.4% |
| 5Y | +2,125.4% | +35.0% | +2,090.4% | +1,561.7% |
| All | +7,055.3% | +190.2% | +6,865.1% | +2,840.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling