+331.8%
SPGI vs STRL
+3,580.1%
-3,248.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.2% |
| 7D | +0.3% | -26.9% | +27.2% | +2.3% |
| 30D | +18.4% | -52.7% | +71.0% | +25.0% |
| 3M | +15.7% | -52.8% | +68.5% | +21.8% |
| 6M | +17.3% | -71.5% | +88.7% | +27.5% |
| YTD | -4.7% | -17.4% | +12.7% | -10.5% |
| 1Y | +1.8% | -35.0% | +36.8% | -1.8% |
| 3Y | +31.7% | +239.2% | -207.5% | -5.5% |
| 5Y | +12.1% | +830.2% | -818.1% | -33.6% |
| All | +331.8% | +3,580.1% | -3,248.2% | +110.8% |
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