+308.8%
SPOT vs STRL
+2,525.7%
-2,217.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +15.0% | -14.0% | -0.3% |
| 7D | +2.5% | -13.3% | +15.9% | +3.3% |
| 30D | +15.1% | -43.3% | +58.5% | +20.4% |
| 3M | +24.8% | -46.9% | +71.6% | +30.6% |
| 6M | +45.8% | -65.6% | +111.4% | +57.8% |
| YTD | +4.9% | -5.1% | +10.0% | -6.4% |
| 1Y | -1.3% | -23.1% | +21.8% | -9.0% |
| 3Y | +257.7% | +346.8% | -89.1% | +128.1% |
| 5Y | +118.5% | +907.2% | -788.7% | +16.8% |
| All | +308.8% | +2,525.7% | -2,217.0% | +79.3% |
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 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