-25.9%
STRL vs SITM
+47.5%
-73.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -9.4% | -12.1% | -17.1% |
| 7D | -27.1% | -19.5% | -7.5% | -18.8% |
| 30D | -45.8% | -43.2% | -2.6% | -30.2% |
| 3M | -47.6% | -30.8% | -16.8% | -38.8% |
| 6M | -46.4% | -28.6% | -17.8% | -38.4% |
| YTD | -7.4% | +14.2% | -21.5% | -9.2% |
| 1Y | -25.9% | +44.4% | -70.2% | -28.8% |
| All | -25.9% | +47.5% | -73.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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