-7.3%
SPOT vs STRL
-20.2%
+13.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.8% |
| 7D | -2.6% | +23.4% | -26.0% | -0.2% |
| 30D | +13.5% | -39.5% | +53.0% | +8.4% |
| 3M | +22.2% | -45.1% | +67.3% | +16.3% |
| 6M | +38.3% | -64.6% | +102.9% | +29.2% |
| YTD | +3.1% | -1.5% | +4.6% | -7.9% |
| All | -7.3% | -20.2% | +13.0% | -16.3% |
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 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