+903.3%
STRL vs ITW
+38.5%
+864.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.7% |
| 7D | -19.8% | +0.5% | -20.3% | -20.2% |
| 30D | -43.6% | +9.1% | -52.6% | -47.2% |
| 3M | -45.2% | -1.6% | -43.6% | -44.9% |
| 6M | -65.7% | +14.5% | -80.2% | -69.8% |
| YTD | -5.4% | +19.2% | -24.6% | -18.6% |
| 1Y | -24.7% | +20.9% | -45.6% | -36.2% |
| 3Y | +335.0% | +33.1% | +301.9% | +235.3% |
| All | +903.3% | +38.5% | +864.8% | +606.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling