+239.2%
STRL vs SPY
+75.1%
+164.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +2.8% |
| 7D | -26.9% | -2.7% | -24.2% | -22.5% |
| 30D | -52.7% | -5.4% | -47.3% | -46.2% |
| 3M | -52.8% | -4.1% | -48.7% | -47.9% |
| 6M | -71.5% | +0.7% | -72.2% | -71.2% |
| YTD | -17.4% | +8.7% | -26.1% | -27.1% |
| 1Y | -35.0% | +10.9% | -45.8% | -44.1% |
| 3Y | +239.2% | +75.0% | +164.2% | +56.2% |
| All | +239.2% | +75.1% | +164.1% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling