+1,895.8%
STRL vs SITM
+3,319.5%
-1,423.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.5% | -1.6% |
| 7D | +15.7% | +6.6% | +9.0% | +13.9% |
| 30D | -35.5% | -15.3% | -20.2% | -32.2% |
| 3M | -47.1% | -35.4% | -11.8% | -40.6% |
| 6M | -65.8% | -46.8% | -19.0% | -60.1% |
| YTD | -4.5% | +25.9% | -30.4% | -9.7% |
| 1Y | -10.5% | +54.0% | -64.5% | -19.0% |
| 3Y | +340.6% | +315.6% | +25.0% | +214.2% |
| 5Y | +911.0% | +74.4% | +836.6% | +660.7% |
| All | +1,895.8% | +3,319.5% | -1,423.7% | +794.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling