+4,005.4%
STRL vs SPXS
-100.0%
+4,105.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +6.3% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -9.2% | +0.8% | -10.1% | -8.7% |
| 3M | -51.0% | -4.7% | -46.3% | -51.0% |
| 6M | +15.8% | -29.6% | +45.4% | +4.6% |
| YTD | +58.9% | -29.8% | +88.7% | +44.5% |
| 1Y | +68.5% | -38.9% | +107.5% | +48.3% |
| 3Y | +485.2% | -79.6% | +564.8% | +288.7% |
| 5Y | +2,005.1% | -85.9% | +2,091.0% | +1,337.3% |
| 10Y | +7,118.0% | -99.5% | +7,217.5% | +1,767.2% |
| All | +4,005.4% | -100.0% | +4,105.4% | +92.6% |
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