+334.3%
SPGI vs STRL
+4,310.8%
-3,976.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.0% | -14.3% | -0.5% |
| 7D | -0.9% | -13.3% | +12.5% | -0.2% |
| 30D | +15.5% | -43.3% | +58.9% | +20.2% |
| 3M | +15.7% | -46.9% | +62.5% | +20.6% |
| 6M | +19.1% | -65.6% | +84.7% | +27.5% |
| YTD | -4.1% | -5.1% | +1.0% | -10.9% |
| 1Y | +1.2% | -23.1% | +24.3% | -3.9% |
| 3Y | +31.6% | +346.8% | -315.3% | -8.6% |
| 5Y | +12.4% | +907.2% | -894.7% | -33.7% |
| 10Y | +334.3% | +3,988.2% | -3,653.9% | +105.0% |
| All | +334.3% | +4,310.8% | -3,976.5% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling