+111.7%
SPOT vs STRL
+2,093.0%
-1,981.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.8% | -2.9% |
| 7D | -2.9% | +10.1% | -13.0% | -3.8% |
| 30D | +8.3% | -8.2% | +16.5% | +8.9% |
| 3M | +5.1% | -43.7% | +48.8% | +10.7% |
| 6M | -6.5% | +27.1% | -33.6% | -17.1% |
| YTD | -9.0% | +64.0% | -73.0% | -24.4% |
| 1Y | -26.4% | +75.2% | -101.6% | -41.1% |
| 3Y | +240.0% | +539.9% | -299.9% | +79.4% |
| 5Y | +111.7% | +2,133.0% | -2,021.3% | -34.1% |
| All | +111.7% | +2,093.0% | -1,981.3% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling