+28.5%
SRTA vs SPY
+21.3%
+7.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -2.6% |
| 7D | -13.0% | +0.3% | -13.2% | -13.4% |
| 30D | -3.6% | +0.2% | -3.8% | -4.0% |
| 3M | -13.5% | +2.8% | -16.3% | -17.7% |
| 6M | +11.9% | +14.3% | -2.4% | -12.6% |
| YTD | +11.6% | +14.0% | -2.3% | -12.8% |
| All | +28.5% | +21.3% | +7.2% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling