+25,890.2%
STRL vs SPYG
+528.0%
+25,362.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.3% |
| 7D | +15.7% | +2.3% | +13.3% | +13.8% |
| 30D | -35.5% | -6.5% | -29.0% | -31.2% |
| 3M | -47.1% | -6.8% | -40.3% | -43.2% |
| 6M | -65.8% | -3.1% | -62.6% | -63.9% |
| YTD | -4.5% | +8.0% | -12.5% | -6.4% |
| 1Y | -10.5% | +10.2% | -20.7% | -13.2% |
| 3Y | +340.6% | +91.0% | +249.6% | +200.8% |
| 5Y | +911.0% | +67.7% | +843.3% | +648.5% |
| 10Y | +3,727.1% | +393.9% | +3,333.2% | +1,292.6% |
| All | +25,890.2% | +528.0% | +25,362.2% | +5,520.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling