+3,094.0%
SPY vs STRL
+19,359.6%
-16,265.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.1% | -0.7% |
| 7D | +0.1% | +3.4% | -3.3% | -0.1% |
| 30D | +0.1% | -9.2% | +9.3% | +0.4% |
| 3M | +2.0% | -51.0% | +53.0% | +5.0% |
| 6M | +13.0% | +15.8% | -2.8% | +11.0% |
| YTD | +13.5% | +58.9% | -45.3% | +9.8% |
| 1Y | +20.0% | +68.5% | -48.6% | +15.4% |
| 3Y | +77.2% | +485.2% | -408.0% | +59.6% |
| 5Y | +81.9% | +2,005.1% | -1,923.2% | +54.7% |
| 10Y | +314.1% | +7,118.0% | -6,803.9% | +231.9% |
| All | +3,094.0% | +19,359.6% | -16,265.5% | +2,368.6% |
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