+43,143.6%
STRL vs SPYG
+564.9%
+42,578.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.9% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | -9.2% | -0.4% | -8.8% | -8.8% |
| 3M | -51.0% | +0.5% | -51.6% | -50.7% |
| 6M | +15.8% | +17.5% | -1.7% | +4.5% |
| YTD | +58.9% | +14.3% | +44.5% | +46.7% |
| 1Y | +68.5% | +21.7% | +46.8% | +50.4% |
| 3Y | +485.2% | +98.6% | +386.6% | +281.6% |
| 5Y | +2,005.1% | +85.1% | +1,920.0% | +1,327.3% |
| 10Y | +7,118.0% | +412.0% | +6,705.9% | +2,410.7% |
| All | +43,143.6% | +564.9% | +42,578.7% | +8,714.5% |
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