+77.7%
SPY vs STRL
+341.0%
-263.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +2.6% | +15.7% | -13.1% | +1.0% |
| 30D | -2.0% | -35.5% | +33.5% | +1.9% |
| 3M | -2.8% | -47.1% | +44.4% | +2.9% |
| 6M | +2.1% | -65.8% | +67.9% | +12.2% |
| YTD | +11.5% | -4.5% | +16.0% | +4.3% |
| 1Y | +13.5% | -10.5% | +23.9% | +6.8% |
| 3Y | +77.7% | +340.6% | -262.9% | +29.9% |
| All | +77.7% | +341.0% | -263.3% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling