+1,974.1%
STRL vs SITM
+3,535.1%
-1,561.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +3.3% |
| 7D | +7.1% | +17.2% | -10.1% | +2.9% |
| 30D | -39.4% | -17.1% | -22.3% | -36.0% |
| 3M | -43.0% | -29.2% | -13.8% | -37.4% |
| 6M | -65.0% | -47.6% | -17.4% | -59.1% |
| YTD | -0.8% | +33.8% | -34.6% | -7.6% |
| 1Y | -20.3% | +54.1% | -74.4% | -28.0% |
| 3Y | +356.5% | +337.6% | +18.9% | +220.9% |
| 5Y | +952.8% | +89.7% | +863.1% | +676.8% |
| All | +1,974.1% | +3,535.1% | -1,561.0% | +814.9% |
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