+357.9%
STRL vs SPG
+137.4%
+220.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +7.1% | +2.7% | +4.4% | +6.0% |
| 30D | -39.4% | +16.6% | -55.9% | -43.9% |
| 3M | -43.0% | +8.1% | -51.0% | -45.2% |
| 6M | -65.0% | +19.3% | -84.3% | -68.8% |
| YTD | -0.8% | +31.1% | -31.9% | -16.5% |
| 1Y | -20.3% | +32.8% | -53.1% | -33.6% |
| All | +357.9% | +137.4% | +220.5% | +171.0% |
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