+2,133.0%
STRL vs SPYG
+84.3%
+2,048.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.8% |
| 7D | +10.1% | +1.2% | +8.9% | +8.4% |
| 30D | -8.2% | -1.6% | -6.6% | -6.3% |
| 3M | -43.7% | +3.4% | -47.0% | -45.4% |
| 6M | +27.1% | +18.9% | +8.2% | +6.7% |
| YTD | +64.0% | +13.8% | +50.2% | +45.0% |
| 1Y | +75.2% | +20.6% | +54.6% | +48.2% |
| 3Y | +539.9% | +100.5% | +439.4% | +262.6% |
| 5Y | +2,133.0% | +84.6% | +2,048.4% | +1,265.3% |
| All | +2,133.0% | +84.3% | +2,048.7% | +1,265.3% |
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 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