+334.0%
SPGI vs STRL
+3,927.3%
-3,593.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.6% | -19.8% | +21.4% | +2.9% |
| 30D | +16.1% | -43.6% | +59.6% | +20.8% |
| 3M | +15.5% | -45.2% | +60.7% | +20.0% |
| 6M | +19.6% | -65.7% | +85.4% | +28.1% |
| YTD | -3.6% | -5.4% | +1.9% | -10.4% |
| 1Y | +2.2% | -24.7% | +26.9% | -2.7% |
| 3Y | +30.1% | +335.0% | -304.9% | -9.2% |
| 5Y | +14.9% | +915.3% | -900.4% | -32.3% |
| 10Y | +334.0% | +3,877.5% | -3,543.5% | +106.1% |
| All | +334.0% | +3,927.3% | -3,593.3% | +106.1% |
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