+264.1%
SRRK vs SPY
+217.8%
+46.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.5% |
| 7D | -2.6% | -0.4% | -2.3% | -2.3% |
| 30D | +5.3% | -1.4% | +6.6% | +6.5% |
| 3M | +19.8% | +3.7% | +16.1% | +15.8% |
| 6M | +23.5% | +13.0% | +10.5% | +10.8% |
| YTD | +24.0% | +12.4% | +11.6% | +11.9% |
| 1Y | +73.0% | +18.5% | +54.4% | +49.0% |
| 3Y | +788.1% | +77.6% | +710.5% | +441.0% |
| 5Y | +43.1% | +81.7% | -38.6% | -13.8% |
| All | +264.1% | +217.8% | +46.3% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling