+3,667.9%
STRL vs SPMO
+460.5%
+3,207.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -1.1% |
| 7D | +15.7% | +6.3% | +9.3% | +7.7% |
| 30D | -35.5% | -8.9% | -26.6% | -26.3% |
| 3M | -47.1% | -13.2% | -33.9% | -35.4% |
| 6M | -65.8% | -9.3% | -56.5% | -59.3% |
| YTD | -4.5% | +11.6% | -16.1% | -7.3% |
| 1Y | -10.5% | +13.4% | -23.9% | -14.0% |
| 3Y | +340.6% | +122.9% | +217.7% | +138.9% |
| 5Y | +911.0% | +113.9% | +797.1% | +469.7% |
| All | +3,667.9% | +460.5% | +3,207.4% | +891.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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