+937.9%
STRL vs SPY
+72.1%
+865.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.5% |
| 7D | +15.7% | +2.6% | +13.1% | +11.6% |
| 30D | -35.5% | -2.0% | -33.5% | -32.8% |
| 3M | -47.1% | -2.8% | -44.4% | -44.1% |
| 6M | -65.8% | +2.1% | -67.9% | -66.0% |
| YTD | -4.5% | +11.5% | -16.0% | -15.1% |
| 1Y | -10.5% | +13.5% | -23.9% | -21.8% |
| 3Y | +340.6% | +77.7% | +262.9% | +143.4% |
| All | +937.9% | +72.1% | +865.8% | +503.9% |
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