+1,958.7%
STRL vs SITM
+3,519.6%
-1,560.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +23.4% | +32.5% | -9.1% | +14.6% |
| 30D | -39.5% | -18.8% | -20.7% | -35.8% |
| 3M | -45.1% | -30.9% | -14.2% | -39.4% |
| 6M | -64.6% | -44.5% | -20.1% | -59.1% |
| YTD | -1.5% | +33.2% | -34.7% | -8.2% |
| 1Y | -20.8% | +53.8% | -74.6% | -28.4% |
| 3Y | +353.1% | +335.7% | +17.4% | +218.9% |
| 5Y | +942.9% | +84.6% | +858.2% | +673.0% |
| All | +1,958.7% | +3,519.6% | -1,560.9% | +809.1% |
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