+501.7%
SPCX vs STRL
+171.8%
+329.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +15.0% | -9.2% | -42.6% |
| 7D | +4.2% | -13.3% | +17.5% | -1.2% |
| 30D | -12.6% | -43.3% | +30.7% | +184.4% |
| 3M | +6.7% | -46.9% | +53.6% | +196.0% |
| 6M | +546.4% | -26.2% | +572.5% | +921.7% |
| YTD | +552.1% | -5.1% | +557.2% | +928.6% |
| 1Y | +453.2% | -23.1% | +476.2% | +773.3% |
| All | +501.7% | +171.8% | +329.9% | +777.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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