+307.3%
SPY vs STRL
+4,310.8%
-4,003.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.0% | -12.6% | +0.2% |
| 7D | +0.1% | -13.3% | +13.4% | +1.4% |
| 30D | -3.3% | -43.3% | +40.0% | +3.9% |
| 3M | -2.4% | -46.9% | +44.4% | +5.4% |
| 6M | +2.6% | -65.6% | +68.2% | +16.3% |
| YTD | +11.2% | -5.1% | +16.3% | +3.8% |
| 1Y | +13.4% | -23.1% | +36.5% | +9.1% |
| 3Y | +79.9% | +346.8% | -266.9% | +20.8% |
| 5Y | +72.2% | +907.2% | -835.0% | -3.8% |
| 10Y | +307.3% | +3,988.2% | -3,680.9% | +75.7% |
| All | +307.3% | +4,310.8% | -4,003.4% | +75.7% |
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