+539.9%
STRL vs SITM
+409.8%
+130.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.4% | +4.0% |
| 7D | +10.1% | +8.4% | +1.7% | +6.9% |
| 30D | -8.2% | -17.4% | +9.2% | -1.5% |
| 3M | -43.7% | -9.8% | -33.9% | -42.3% |
| 6M | +27.1% | +83.0% | -55.9% | +0.6% |
| YTD | +64.0% | +69.6% | -5.6% | +31.4% |
| 1Y | +75.2% | +144.9% | -69.7% | +22.5% |
| 3Y | +539.9% | +429.9% | +110.1% | +258.2% |
| All | +539.9% | +409.8% | +130.1% | +258.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling