-64.6%
STRL vs SPXS
-7.8%
-56.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | +0.3% |
| 7D | +23.4% | -9.5% | +32.9% | +13.2% |
| 30D | -39.5% | +7.4% | -46.9% | -32.7% |
| 3M | -45.1% | +6.1% | -51.2% | -38.9% |
| 6M | -64.6% | -7.3% | -57.3% | -65.2% |
| All | -64.6% | -7.8% | -56.8% | -65.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling