+6,906.6%
STRL vs SPYG
+420.3%
+6,486.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.1% |
| 7D | +5.4% | -1.8% | +7.2% | +7.6% |
| 30D | -9.0% | -1.9% | -7.1% | -6.9% |
| 3M | -37.1% | +5.2% | -42.2% | -39.9% |
| 6M | +17.8% | +15.6% | +2.3% | +3.9% |
| YTD | +58.3% | +12.4% | +45.9% | +44.1% |
| 1Y | +61.0% | +17.5% | +43.6% | +42.5% |
| 3Y | +517.8% | +98.1% | +419.7% | +252.4% |
| 5Y | +2,119.0% | +84.9% | +2,034.1% | +1,227.4% |
| All | +6,906.6% | +420.3% | +6,486.3% | +1,453.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling