+68.5%
STRL vs SPXS
-40.2%
+108.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +7.2% |
| 7D | +3.4% | -0.1% | +3.5% | +3.3% |
| 30D | -9.2% | +0.8% | -10.1% | -8.1% |
| 3M | -51.0% | -4.7% | -46.3% | -51.8% |
| 6M | +15.8% | -29.6% | +45.4% | -12.4% |
| YTD | +58.9% | -29.8% | +88.7% | +20.5% |
| 1Y | +68.5% | -38.9% | +107.5% | +11.6% |
| All | +68.5% | -40.2% | +108.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling