-35.0%
STRL vs SPG
+31.7%
-66.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.7% |
| 7D | -26.9% | +4.9% | -31.8% | -25.9% |
| 30D | -52.7% | +15.6% | -68.3% | -51.6% |
| 3M | -52.8% | +4.1% | -56.9% | -52.0% |
| 6M | -71.5% | +13.6% | -85.0% | -72.1% |
| YTD | -17.4% | +27.5% | -45.0% | -17.2% |
| 1Y | -35.0% | +32.2% | -67.2% | -34.4% |
| All | -35.0% | +31.7% | -66.6% | -34.4% |
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