+72.7%
STRL vs SPXS
-37.2%
+109.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | +0.2% |
| 7D | +8.2% | +1.2% | +7.0% | +9.6% |
| 30D | -6.3% | +5.2% | -11.5% | -0.6% |
| 3M | -41.2% | -9.2% | -32.0% | -46.0% |
| 6M | +20.4% | -29.6% | +50.0% | -9.0% |
| YTD | +61.7% | -27.6% | +89.3% | +26.8% |
| 1Y | +72.7% | -36.7% | +109.4% | +18.5% |
| All | +72.7% | -37.2% | +109.9% | +18.5% |
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 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