+3,209.6%
STRL vs SITM
+4,532.8%
-1,323.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.6% |
| 7D | +5.4% | +4.8% | +0.6% | +4.2% |
| 30D | -9.0% | -9.7% | +0.7% | -6.6% |
| 3M | -37.1% | -9.3% | -27.7% | -35.9% |
| 6M | +17.8% | +69.5% | -51.7% | +3.5% |
| YTD | +58.3% | +70.5% | -12.2% | +37.8% |
| 1Y | +61.0% | +145.3% | -84.2% | +28.7% |
| 3Y | +517.8% | +432.8% | +85.0% | +308.8% |
| 5Y | +2,119.0% | +174.0% | +1,945.0% | +1,391.8% |
| All | +3,209.6% | +4,532.8% | -1,323.2% | +1,265.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling