+239.2%
STRL vs SPXU
-79.5%
+318.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +2.9% |
| 7D | -26.9% | +7.6% | -34.5% | -22.2% |
| 30D | -52.7% | +17.5% | -70.2% | -45.4% |
| 3M | -52.8% | +14.7% | -67.5% | -46.2% |
| 6M | -71.5% | -0.1% | -71.4% | -69.5% |
| YTD | -17.4% | -19.8% | +2.4% | -20.8% |
| 1Y | -35.0% | -23.7% | -11.2% | -38.4% |
| 3Y | +239.2% | -79.5% | +318.7% | +110.2% |
| All | +239.2% | -79.5% | +318.7% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling