-44.1%
SRTA vs SPY
+82.3%
-126.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | -0.1% |
| 7D | -2.3% | -0.8% | -1.6% | -1.1% |
| 30D | -13.8% | -1.1% | -12.8% | -12.3% |
| 3M | -5.4% | +3.9% | -9.2% | -10.5% |
| 6M | +10.1% | +13.6% | -3.5% | -8.6% |
| YTD | +8.0% | +12.7% | -4.7% | -9.1% |
| 1Y | +23.4% | +17.5% | +5.9% | -1.9% |
| 3Y | +65.4% | +76.9% | -11.5% | -23.0% |
| All | -44.1% | +82.3% | -126.4% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling