+68.5%
STRL vs SPG
+21.3%
+47.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +5.7% |
| 7D | +3.4% | -2.4% | +5.8% | +3.2% |
| 30D | -9.2% | -6.8% | -2.4% | -9.8% |
| 3M | -51.0% | +2.7% | -53.7% | -52.6% |
| 6M | +15.8% | +5.5% | +10.3% | +10.2% |
| YTD | +58.9% | +15.7% | +43.2% | +56.8% |
| 1Y | +68.5% | +20.9% | +47.7% | +67.0% |
| All | +68.5% | +21.3% | +47.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling