-10.5%
STRL vs ITW
+20.3%
-30.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.3% | -3.2% |
| 7D | +15.7% | +2.3% | +13.3% | +14.8% |
| 30D | -35.5% | +6.7% | -42.2% | -37.2% |
| 3M | -47.1% | -0.5% | -46.6% | -47.0% |
| 6M | -65.8% | +16.4% | -82.2% | -70.7% |
| YTD | -4.5% | +19.0% | -23.5% | -11.7% |
| 1Y | -10.5% | +20.2% | -30.7% | -16.7% |
| All | -10.5% | +20.3% | -30.8% | -16.7% |
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