+7,055.3%
STRL vs SPYG
+424.8%
+6,630.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +8.2% | +0.3% | +7.9% | +7.8% |
| 30D | -6.3% | -1.7% | -4.6% | -4.4% |
| 3M | -41.2% | +3.6% | -44.8% | -42.9% |
| 6M | +20.4% | +16.6% | +3.8% | +5.1% |
| YTD | +61.7% | +13.4% | +48.3% | +45.7% |
| 1Y | +72.7% | +19.6% | +53.1% | +50.0% |
| 3Y | +530.9% | +99.8% | +431.2% | +256.4% |
| 5Y | +2,125.4% | +85.0% | +2,040.4% | +1,229.1% |
| All | +7,055.3% | +424.8% | +6,630.6% | +1,471.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling