+13,427.9%
SPGI vs STRL
+9,673.6%
+3,754.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.9% | +11.9% | -1.4% |
| 7D | +2.6% | -34.6% | +37.2% | +4.0% |
| 30D | +19.3% | -56.7% | +75.9% | +22.8% |
| 3M | +15.5% | -54.4% | +69.9% | +18.5% |
| 6M | +18.3% | -69.7% | +88.0% | +22.7% |
| YTD | -3.8% | -20.2% | +16.4% | -4.9% |
| 1Y | +1.3% | -40.6% | +41.9% | +1.2% |
| 3Y | +33.6% | +221.7% | -188.1% | +22.8% |
| 5Y | +13.2% | +799.0% | -785.8% | -0.7% |
| 10Y | +346.3% | +3,451.5% | -3,105.2% | +266.6% |
| All | +13,427.9% | +9,673.6% | +3,754.3% | +11,145.2% |
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