+311.1%
SPOT vs STRL
+2,541.3%
-2,230.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.6% |
| 7D | +1.6% | +15.7% | -14.1% | +0.2% |
| 30D | +16.9% | -35.5% | +52.4% | +20.7% |
| 3M | +23.0% | -47.1% | +70.1% | +28.8% |
| 6M | +42.2% | -65.8% | +107.9% | +54.1% |
| YTD | +5.5% | -4.5% | +10.0% | -5.9% |
| 1Y | -5.1% | -10.5% | +5.4% | -14.6% |
| 3Y | +257.9% | +340.6% | -82.7% | +128.9% |
| 5Y | +118.4% | +911.0% | -792.7% | +16.7% |
| All | +311.1% | +2,541.3% | -2,230.1% | +80.3% |
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