+311.5%
SPY vs STRL
+7,463.3%
-7,151.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -1.0% |
| 7D | +0.5% | +10.1% | -9.6% | -0.9% |
| 30D | -0.9% | -8.2% | +7.3% | +0.1% |
| 3M | +3.9% | -43.7% | +47.6% | +11.5% |
| 6M | +14.5% | +27.1% | -12.6% | +5.0% |
| YTD | +12.9% | +64.0% | -51.1% | -1.3% |
| 1Y | +19.4% | +75.2% | -55.8% | +2.0% |
| 3Y | +78.5% | +539.9% | -461.5% | +15.9% |
| 5Y | +81.8% | +2,133.0% | -2,051.2% | -8.4% |
| 10Y | +311.5% | +7,178.3% | -6,866.7% | +61.0% |
| All | +311.5% | +7,463.3% | -7,151.7% | +61.0% |
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