+2,956.9%
SPY vs STRL
+10,012.8%
-7,055.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.2% |
| 7D | -2.7% | -26.9% | +24.2% | -1.5% |
| 30D | -5.4% | -52.7% | +47.3% | -2.3% |
| 3M | -4.1% | -52.8% | +48.7% | -1.1% |
| 6M | +0.7% | -71.5% | +72.2% | +5.8% |
| YTD | +8.7% | -17.4% | +26.1% | +7.9% |
| 1Y | +10.9% | -35.0% | +45.8% | +11.2% |
| 3Y | +75.0% | +239.2% | -164.2% | +61.3% |
| 5Y | +67.8% | +830.2% | -762.4% | +47.6% |
| 10Y | +312.9% | +3,574.7% | -3,261.9% | +240.5% |
| All | +2,956.9% | +10,012.8% | -7,055.9% | +2,327.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling