+6,906.6%
STRL vs SPXS
-99.5%
+7,006.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -3.9% | -1.2% |
| 7D | +5.4% | +6.4% | -1.0% | +8.4% |
| 30D | -9.0% | +6.0% | -15.0% | -6.4% |
| 3M | -37.1% | -11.6% | -25.4% | -39.5% |
| 6M | +17.8% | -28.7% | +46.5% | +6.9% |
| YTD | +58.3% | -26.3% | +84.6% | +47.1% |
| 1Y | +61.0% | -34.9% | +95.9% | +45.6% |
| 3Y | +517.8% | -79.5% | +597.3% | +318.6% |
| 5Y | +2,119.0% | -85.9% | +2,205.0% | +1,444.7% |
| All | +6,906.6% | -99.5% | +7,006.2% | +1,864.5% |
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