+2,133.0%
STRL vs SPMO
+149.9%
+1,983.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.4% |
| 7D | +10.1% | +3.4% | +6.7% | +4.5% |
| 30D | -8.2% | +0.5% | -8.7% | -8.4% |
| 3M | -43.7% | +1.9% | -45.6% | -44.3% |
| 6M | +27.1% | +27.8% | -0.7% | -7.5% |
| YTD | +64.0% | +26.7% | +37.3% | +21.4% |
| 1Y | +75.2% | +28.9% | +46.3% | +29.4% |
| 3Y | +539.9% | +160.7% | +379.2% | +117.1% |
| 5Y | +2,133.0% | +150.2% | +1,982.8% | +692.3% |
| All | +2,133.0% | +149.9% | +1,983.1% | +692.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling