+806.4%
SPYM vs STRL
+1,278.2%
-471.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -0.6% | -19.8% | +19.3% | +1.8% |
| 30D | -3.7% | -43.6% | +39.9% | +3.2% |
| 3M | -2.7% | -45.2% | +42.5% | +4.2% |
| 6M | +2.2% | -65.7% | +68.0% | +15.2% |
| YTD | +10.9% | -5.4% | +16.4% | +5.1% |
| 1Y | +11.3% | -24.7% | +36.0% | +8.6% |
| 3Y | +76.8% | +335.0% | -258.2% | +27.9% |
| 5Y | +73.5% | +915.3% | -841.8% | +8.3% |
| 10Y | +307.9% | +3,877.5% | -3,569.5% | +96.6% |
| All | +806.4% | +1,278.2% | -471.8% | +332.6% |
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