+2,125.4%
STRL vs SITM
+164.5%
+1,960.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +8.2% | +3.7% | +4.5% | +7.1% |
| 30D | -6.3% | -14.5% | +8.2% | -1.9% |
| 3M | -41.2% | -10.6% | -30.6% | -39.8% |
| 6M | +20.4% | +65.5% | -45.2% | +3.7% |
| YTD | +61.7% | +67.0% | -5.3% | +37.7% |
| 1Y | +72.7% | +138.6% | -65.9% | +33.3% |
| 3Y | +530.9% | +421.8% | +109.1% | +292.6% |
| 5Y | +2,125.4% | +172.4% | +1,953.0% | +1,304.9% |
| All | +2,125.4% | +164.5% | +1,960.9% | +1,304.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling