+14.8%
SPY vs STRL
-30.1%
+44.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.5% | +23.1% | +2.9% |
| 7D | -0.7% | -27.1% | +26.3% | +1.0% |
| 30D | -1.0% | -45.8% | +44.8% | +2.6% |
| 3M | -0.3% | -47.6% | +47.3% | +3.4% |
| 6M | +7.3% | -46.4% | +53.8% | +9.9% |
| YTD | +13.3% | -7.4% | +20.7% | +8.1% |
| 1Y | +14.8% | -25.9% | +40.6% | +12.1% |
| All | +14.8% | -30.1% | +44.9% | +12.1% |
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 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