+828.4%
SPYM vs STRL
+2,215.5%
-1,387.1%
-54.5%
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% | -1.2% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | +0.1% | -9.2% | +9.3% | +1.2% |
| 3M | +2.0% | -51.0% | +53.1% | +11.1% |
| 6M | +13.1% | +15.8% | -2.7% | +6.2% |
| YTD | +13.6% | +58.9% | -45.2% | +1.5% |
| 1Y | +20.1% | +68.5% | -48.5% | +5.3% |
| 3Y | +77.6% | +485.2% | -407.7% | +24.5% |
| 5Y | +82.5% | +2,005.1% | -1,922.6% | +4.0% |
| 10Y | +317.6% | +7,118.0% | -6,800.4% | +87.2% |
| All | +828.4% | +2,215.5% | -1,387.1% | +317.5% |
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