+12,600.3%
SPGI vs STRL
+19,359.6%
-6,759.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.3% | -1.8% |
| 7D | +0.1% | +3.4% | -3.3% | 0.0% |
| 30D | +8.4% | -9.2% | +17.7% | +8.7% |
| 3M | +11.8% | -51.0% | +62.9% | +14.4% |
| 6M | +5.7% | +15.8% | -10.1% | +3.7% |
| YTD | -9.7% | +58.9% | -68.5% | -12.7% |
| 1Y | -12.5% | +68.5% | -81.0% | -15.9% |
| 3Y | +21.8% | +485.2% | -463.4% | +9.8% |
| 5Y | +8.2% | +2,005.1% | -1,996.9% | -7.8% |
| 10Y | +309.5% | +7,118.0% | -6,808.4% | +228.5% |
| All | +12,600.3% | +19,359.6% | -6,759.3% | +10,220.8% |
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 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