+16.0%
SPGI vs STRL
+975.2%
-959.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | +0.2% |
| 7D | -1.4% | +7.1% | -8.5% | -1.6% |
| 30D | +15.3% | -39.4% | +54.6% | +16.8% |
| 3M | +16.5% | -43.0% | +59.5% | +18.2% |
| 6M | +19.8% | -65.0% | +84.8% | +23.5% |
| YTD | -3.2% | -0.8% | -2.5% | -9.7% |
| 1Y | +1.8% | -20.3% | +22.1% | -3.2% |
| 3Y | +30.6% | +356.5% | -325.9% | -7.9% |
| 5Y | +16.0% | +952.8% | -936.8% | -36.4% |
| All | +16.0% | +975.2% | -959.2% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling