+3,877.1%
STRL vs SPY
+311.8%
+3,565.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +3.1% |
| 7D | +7.1% | -0.9% | +8.0% | +9.6% |
| 30D | -39.4% | -2.4% | -37.0% | -36.8% |
| 3M | -43.0% | -1.2% | -41.8% | -41.4% |
| 6M | -65.0% | +3.3% | -68.3% | -65.7% |
| YTD | -0.8% | +12.3% | -13.1% | -11.4% |
| 1Y | -20.3% | +12.4% | -32.7% | -28.4% |
| 3Y | +356.5% | +78.8% | +277.7% | +148.1% |
| 5Y | +952.8% | +75.2% | +877.7% | +485.5% |
| 10Y | +3,877.1% | +311.1% | +3,566.0% | +699.5% |
| All | +3,877.1% | +311.8% | +3,565.3% | +699.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling