-0.3%
SPOT vs STRL
-30.1%
+29.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -21.5% | +26.1% | +2.1% |
| 7D | +16.6% | -27.1% | +43.6% | +13.0% |
| 30D | +29.9% | -45.8% | +75.7% | +22.9% |
| 3M | +31.3% | -47.6% | +78.9% | +24.3% |
| 6M | +43.2% | -46.4% | +89.6% | +34.8% |
| YTD | +8.1% | -7.4% | +15.5% | -1.7% |
| 1Y | -0.3% | -25.9% | +25.5% | -7.9% |
| All | -0.3% | -30.1% | +29.8% | -7.9% |
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