-46.7%
SRTA vs SPY
+173.9%
-220.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | -2.3% | -0.8% | -1.6% | -1.7% |
| 30D | -13.8% | -1.1% | -12.8% | -13.0% |
| 3M | -5.4% | +3.9% | -9.2% | -8.2% |
| 6M | +10.1% | +13.6% | -3.5% | -0.5% |
| YTD | +8.0% | +12.7% | -4.7% | -1.5% |
| 1Y | +23.4% | +17.5% | +5.9% | +9.2% |
| 3Y | +65.4% | +76.9% | -11.5% | +14.5% |
| 5Y | -47.3% | +83.6% | -130.8% | -64.5% |
| All | -46.7% | +173.9% | -220.7% | -63.9% |
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