-25.9%
STRL vs SPG
+34.3%
-60.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.9% | -24.3% | -20.5% |
| 7D | -27.1% | +8.2% | -35.2% | -25.6% |
| 30D | -45.8% | +13.5% | -59.3% | -44.5% |
| 3M | -47.6% | +2.2% | -49.9% | -46.7% |
| 6M | -46.4% | +15.9% | -62.3% | -47.8% |
| YTD | -7.4% | +27.6% | -35.0% | -6.6% |
| 1Y | -25.9% | +30.9% | -56.8% | -24.7% |
| All | -25.9% | +34.3% | -60.1% | -24.7% |
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