-25.9%
SPOT vs STRL
+66.6%
-92.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | -0.4% |
| 7D | -6.9% | +5.4% | -12.2% | -6.5% |
| 30D | +4.1% | -9.0% | +13.1% | +3.6% |
| 3M | +3.7% | -37.1% | +40.8% | +1.6% |
| 6M | -1.6% | +17.8% | -19.4% | -3.9% |
| YTD | -10.2% | +58.3% | -68.5% | -14.5% |
| 1Y | -25.9% | +61.0% | -86.9% | -31.5% |
| All | -25.9% | +66.6% | -92.5% | -31.5% |
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