+67.6%
SPY vs STRL
+779.4%
-711.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | -2.7% | -26.9% | +24.2% | +0.6% |
| 30D | -5.4% | -52.7% | +47.3% | +3.1% |
| 3M | -4.1% | -52.8% | +48.7% | +4.2% |
| 6M | +0.7% | -71.5% | +72.2% | +15.4% |
| YTD | +8.7% | -17.4% | +26.1% | +2.8% |
| 1Y | +10.9% | -35.0% | +45.8% | +8.7% |
| 3Y | +75.0% | +239.2% | -164.2% | +18.8% |
| All | +67.6% | +779.4% | -711.7% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling