+311.1%
SPY vs STRL
+4,073.8%
-3,762.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +0.6% |
| 7D | -0.9% | +7.1% | -8.0% | -2.1% |
| 30D | -2.4% | -39.4% | +37.0% | +3.9% |
| 3M | -1.2% | -43.0% | +41.8% | +5.7% |
| 6M | +3.3% | -65.0% | +68.3% | +16.9% |
| YTD | +12.3% | -0.8% | +13.1% | +4.1% |
| 1Y | +12.4% | -20.3% | +32.7% | +7.7% |
| 3Y | +78.8% | +356.5% | -277.7% | +19.7% |
| 5Y | +75.2% | +952.8% | -877.7% | -2.9% |
| 10Y | +311.1% | +3,877.1% | -3,566.0% | +76.0% |
| All | +311.1% | +4,073.8% | -3,762.7% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling