+7,178.3%
STRL vs SPG
+61.5%
+7,116.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +2.8% |
| 7D | +10.1% | 0.0% | +10.1% | +10.1% |
| 30D | -8.2% | -4.9% | -3.3% | -6.4% |
| 3M | -43.7% | +3.3% | -47.0% | -44.9% |
| 6M | +27.1% | +11.2% | +15.9% | +21.0% |
| YTD | +64.0% | +17.1% | +46.9% | +52.4% |
| 1Y | +75.2% | +21.6% | +53.6% | +59.8% |
| 3Y | +539.9% | +111.9% | +428.0% | +370.0% |
| 5Y | +2,133.0% | +106.9% | +2,026.1% | +1,536.5% |
| 10Y | +7,178.3% | +62.2% | +7,116.0% | +5,990.8% |
| All | +7,178.3% | +61.5% | +7,116.7% | +5,990.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling