+3,786.6%
STRL vs SPXS
-99.5%
+3,886.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.3% |
| 7D | +23.4% | -9.5% | +32.9% | +18.6% |
| 30D | -39.5% | +7.4% | -46.9% | -36.2% |
| 3M | -45.1% | +6.1% | -51.2% | -42.1% |
| 6M | -64.6% | -7.3% | -57.3% | -64.0% |
| YTD | -1.5% | -26.7% | +25.2% | -6.5% |
| 1Y | -20.8% | -26.2% | +5.4% | -23.6% |
| 3Y | +353.1% | -80.3% | +433.5% | +206.6% |
| 5Y | +942.9% | -83.4% | +1,026.3% | +688.6% |
| All | +3,786.6% | -99.5% | +3,886.1% | +1,012.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling