+72.7%
SPYM vs STRL
+916.0%
-843.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +15.0% | -12.6% | +0.5% |
| 7D | +0.1% | -13.3% | +13.4% | +1.2% |
| 30D | -3.3% | -43.3% | +40.0% | +2.9% |
| 3M | -2.4% | -46.9% | +44.5% | +4.3% |
| 6M | +2.6% | -65.6% | +68.2% | +14.5% |
| YTD | +11.3% | -5.1% | +16.4% | +3.5% |
| 1Y | +13.5% | -23.1% | +36.5% | +8.7% |
| 3Y | +80.3% | +346.8% | -266.6% | +17.8% |
| 5Y | +72.7% | +907.2% | -834.4% | -16.4% |
| All | +72.7% | +916.0% | -843.2% | -16.4% |
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