+251.0%
SPOT vs STRL
+4,372.9%
-4,121.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -6.5% | +8.2% | -14.7% | -7.3% |
| 30D | +2.2% | -6.3% | +8.5% | +2.6% |
| 3M | +5.4% | -41.2% | +46.6% | +10.4% |
| 6M | -4.0% | +20.4% | -24.4% | -12.5% |
| YTD | -9.9% | +61.7% | -71.6% | -22.6% |
| 1Y | -27.3% | +72.7% | -100.0% | -39.1% |
| 3Y | +236.4% | +530.9% | -294.5% | +112.8% |
| 5Y | +112.6% | +2,125.4% | -2,012.8% | +5.9% |
| All | +251.0% | +4,372.9% | -4,121.9% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling