+1,897.0%
STRL vs SPXU
-100.0%
+1,997.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | +0.1% |
| 7D | -19.8% | +0.5% | -20.3% | -18.8% |
| 30D | -43.6% | +10.9% | -54.5% | -39.8% |
| 3M | -45.2% | +9.6% | -54.8% | -41.5% |
| 6M | -65.7% | -4.7% | -61.1% | -64.8% |
| YTD | -5.4% | -24.6% | +19.1% | -9.1% |
| 1Y | -24.7% | -24.7% | 0.0% | -26.7% |
| 3Y | +335.0% | -80.0% | +415.1% | +193.0% |
| 5Y | +915.3% | -83.5% | +998.8% | +658.4% |
| 10Y | +3,877.5% | -99.5% | +3,977.0% | +1,021.9% |
| All | +1,897.0% | -100.0% | +1,997.0% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling