-65.8%
STRL vs SPMO
-9.2%
-56.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | 0.0% |
| 7D | +15.7% | +6.3% | +9.3% | +3.3% |
| 30D | -35.5% | -8.9% | -26.6% | -22.0% |
| 3M | -47.1% | -13.2% | -33.9% | -29.5% |
| 6M | -65.8% | -9.3% | -56.5% | -58.1% |
| All | -65.8% | -9.2% | -56.6% | -58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling