+2,464.1%
STRL vs SPXS
-100.0%
+2,564.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.8% | +3.2% |
| 7D | +7.1% | +1.5% | +5.7% | +9.6% |
| 30D | -39.4% | +6.3% | -45.7% | -36.5% |
| 3M | -43.0% | +4.2% | -47.2% | -40.4% |
| 6M | -65.0% | -7.9% | -57.1% | -64.5% |
| YTD | -0.8% | -27.5% | +26.7% | -6.2% |
| 1Y | -20.3% | -27.0% | +6.7% | -23.5% |
| 3Y | +356.5% | -80.5% | +437.1% | +202.1% |
| 5Y | +952.8% | -84.0% | +1,036.8% | +672.1% |
| 10Y | +3,877.1% | -99.5% | +3,976.6% | +962.2% |
| All | +2,464.1% | -100.0% | +2,564.1% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling