+264.0%
SPOT vs STRL
+4,294.7%
-4,030.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.8% | -8.9% | -3.8% |
| 7D | -0.9% | +3.4% | -4.3% | -1.3% |
| 30D | +12.5% | -9.2% | +21.7% | +13.3% |
| 3M | +9.9% | -51.0% | +60.9% | +17.7% |
| 6M | +1.6% | +15.8% | -14.2% | -7.0% |
| YTD | -6.6% | +58.9% | -65.5% | -19.6% |
| 1Y | -22.9% | +68.5% | -91.5% | -35.3% |
| 3Y | +244.3% | +485.2% | -240.9% | +120.4% |
| 5Y | +117.8% | +2,005.1% | -1,887.3% | +9.2% |
| All | +264.0% | +4,294.7% | -4,030.6% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling