+504.0%
STRL vs SPG
+112.6%
+391.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.3% |
| 7D | +3.4% | -2.4% | +5.8% | +4.7% |
| 30D | -9.2% | -6.8% | -2.4% | -5.8% |
| 3M | -51.0% | +2.7% | -53.7% | -52.8% |
| 6M | +15.8% | +5.5% | +10.3% | +10.0% |
| YTD | +58.9% | +15.7% | +43.2% | +41.7% |
| 1Y | +68.5% | +20.9% | +47.7% | +45.1% |
| All | +504.0% | +112.6% | +391.4% | +227.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling