-20.3%
STRL vs SPYG
+9.1%
-29.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +0.7% |
| 7D | +7.1% | -1.5% | +8.6% | +12.4% |
| 30D | -39.4% | -7.2% | -32.2% | -25.9% |
| 3M | -43.0% | -4.6% | -38.3% | -34.6% |
| 6M | -65.0% | -1.2% | -63.8% | -63.0% |
| YTD | -0.8% | +9.3% | -10.1% | -15.1% |
| 1Y | -20.3% | +8.8% | -29.1% | -29.8% |
| All | -20.3% | +9.1% | -29.3% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling