+269.4%
SRRK vs SPY
+218.6%
+50.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.8% |
| 30D | +3.0% | -1.1% | +4.0% | +3.9% |
| 3M | +24.0% | +3.9% | +20.1% | +19.6% |
| 6M | +28.3% | +13.6% | +14.7% | +14.6% |
| YTD | +25.8% | +12.7% | +13.1% | +13.2% |
| 1Y | +74.0% | +17.5% | +56.5% | +51.0% |
| 3Y | +799.5% | +76.9% | +722.6% | +449.9% |
| 5Y | +47.1% | +83.6% | -36.5% | -12.1% |
| All | +269.4% | +218.6% | +50.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling