-22.9%
SPOT vs STRL
+76.3%
-99.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.8% | -8.9% | -2.7% |
| 7D | -0.9% | +3.4% | -4.3% | -0.7% |
| 30D | +12.5% | -9.2% | +21.7% | +11.9% |
| 3M | +9.9% | -51.0% | +60.9% | +6.9% |
| 6M | +1.6% | +15.8% | -14.2% | -0.5% |
| YTD | -6.6% | +58.9% | -65.5% | -10.8% |
| 1Y | -22.9% | +68.5% | -91.5% | -28.0% |
| All | -22.9% | +76.3% | -99.2% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling