+937.9%
STRL vs SPG
+84.0%
+854.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | +15.7% | +2.0% | +13.7% | +14.6% |
| 30D | -35.5% | +17.2% | -52.7% | -41.3% |
| 3M | -47.1% | +6.3% | -53.5% | -49.2% |
| 6M | -65.8% | +18.7% | -84.5% | -69.6% |
| YTD | -4.5% | +30.1% | -34.6% | -20.2% |
| 1Y | -10.5% | +32.8% | -43.2% | -26.2% |
| 3Y | +340.6% | +133.6% | +207.0% | +150.1% |
| All | +937.9% | +84.0% | +854.0% | +548.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling