+11,526.8%
STRL vs SPY
+3,027.0%
+8,499.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.4% | +12.6% | +12.8% |
| 7D | -13.3% | +0.1% | -13.4% | -13.2% |
| 30D | -43.3% | -3.3% | -40.0% | -41.2% |
| 3M | -46.9% | -2.4% | -44.4% | -45.2% |
| 6M | -65.6% | +2.6% | -68.2% | -65.8% |
| YTD | -5.1% | +11.2% | -16.3% | -10.9% |
| 1Y | -23.1% | +13.4% | -36.5% | -28.6% |
| 3Y | +346.8% | +79.9% | +266.9% | +194.7% |
| 5Y | +907.2% | +72.2% | +835.0% | +591.2% |
| 10Y | +3,988.2% | +307.3% | +3,680.9% | +1,421.8% |
| All | +11,526.8% | +3,027.0% | +8,499.8% | +1,225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling