+3,667.9%
STRL vs ITW
+192.7%
+3,475.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.3% | -3.3% |
| 7D | +15.7% | +2.3% | +13.3% | +13.8% |
| 30D | -35.5% | +6.7% | -42.2% | -38.9% |
| 3M | -47.1% | -0.5% | -46.6% | -47.3% |
| 6M | -65.8% | +16.4% | -82.2% | -70.4% |
| YTD | -4.5% | +19.0% | -23.5% | -18.3% |
| 1Y | -10.5% | +20.2% | -30.7% | -24.4% |
| 3Y | +340.6% | +33.1% | +307.5% | +237.8% |
| 5Y | +911.0% | +35.7% | +875.3% | +651.1% |
| All | +3,667.9% | +192.7% | +3,475.2% | +1,405.6% |
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