+19,359.6%
STRL vs ITW
+6,729.6%
+12,630.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.3% | +6.0% |
| 7D | +3.4% | -3.6% | +7.0% | +5.0% |
| 30D | -9.2% | -9.1% | -0.1% | -5.4% |
| 3M | -51.0% | +8.2% | -59.3% | -53.1% |
| 6M | +15.8% | -4.8% | +20.5% | +17.8% |
| YTD | +58.9% | +11.0% | +47.8% | +51.2% |
| 1Y | +68.5% | +4.2% | +64.3% | +64.2% |
| 3Y | +485.2% | +17.3% | +467.9% | +443.6% |
| 5Y | +2,005.1% | +33.0% | +1,972.1% | +1,755.6% |
| 10Y | +7,118.0% | +182.3% | +6,935.6% | +4,839.5% |
| All | +19,359.6% | +6,729.6% | +12,630.0% | +7,012.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling