-25.9%
STRL vs SPXS
-30.2%
+4.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.9% | -16.6% | -26.6% |
| 7D | -27.1% | +2.2% | -29.2% | -25.6% |
| 30D | -45.8% | +3.8% | -49.6% | -43.0% |
| 3M | -47.6% | +3.3% | -51.0% | -44.6% |
| 6M | -46.4% | -16.7% | -29.7% | -53.3% |
| YTD | -7.4% | -28.5% | +21.2% | -27.6% |
| 1Y | -25.9% | -30.4% | +4.6% | -42.4% |
| All | -25.9% | -30.2% | +4.3% | -42.4% |
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