+3,667.8%
STRL vs SPG
+109.7%
+3,558.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.2% |
| 7D | -26.9% | +4.9% | -31.8% | -28.5% |
| 30D | -52.7% | +15.6% | -68.3% | -55.6% |
| 3M | -52.8% | +4.1% | -56.9% | -53.8% |
| 6M | -71.5% | +13.6% | -85.0% | -73.2% |
| YTD | -17.4% | +27.5% | -45.0% | -26.2% |
| 1Y | -35.0% | +32.2% | -67.2% | -42.8% |
| 3Y | +239.2% | +126.0% | +113.2% | +141.6% |
| 5Y | +830.2% | +74.7% | +755.4% | +616.4% |
| All | +3,667.8% | +109.7% | +3,558.1% | +2,570.6% |
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