+784.6%
STRL vs SPY
+67.4%
+717.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.0% |
| 7D | -26.9% | -2.7% | -24.2% | -23.7% |
| 30D | -52.7% | -5.4% | -47.3% | -48.1% |
| 3M | -52.8% | -4.1% | -48.7% | -49.2% |
| 6M | -71.5% | +0.7% | -72.2% | -71.1% |
| YTD | -17.4% | +8.7% | -26.1% | -23.9% |
| 1Y | -35.0% | +10.9% | -45.8% | -41.1% |
| 3Y | +239.2% | +75.0% | +164.2% | +92.3% |
| All | +784.6% | +67.4% | +717.2% | +434.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling