+539.9%
STRL vs ITW
+21.4%
+518.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.6% |
| 7D | +10.1% | -0.4% | +10.5% | +10.4% |
| 30D | -8.2% | -9.4% | +1.2% | -1.9% |
| 3M | -43.7% | +7.1% | -50.8% | -48.2% |
| 6M | +27.1% | -1.9% | +29.0% | +25.4% |
| YTD | +64.0% | +10.4% | +53.5% | +48.6% |
| 1Y | +75.2% | +3.3% | +71.9% | +66.6% |
| 3Y | +539.9% | +21.0% | +518.9% | +394.6% |
| All | +539.9% | +21.4% | +518.5% | +394.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling