+915.3%
STRL vs SPYG
+68.1%
+847.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.7% |
| 7D | -19.8% | -1.9% | -17.9% | -17.3% |
| 30D | -43.6% | -9.2% | -34.4% | -35.2% |
| 3M | -45.2% | -6.8% | -38.4% | -38.9% |
| 6M | -65.7% | -2.6% | -63.1% | -63.3% |
| YTD | -5.4% | +7.5% | -12.9% | -8.5% |
| 1Y | -24.7% | +6.7% | -31.4% | -25.8% |
| 3Y | +335.0% | +90.1% | +245.0% | +168.6% |
| 5Y | +915.3% | +69.2% | +846.1% | +586.9% |
| All | +915.3% | +68.1% | +847.2% | +586.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling