-45.5%
SRTA vs SPY
+174.5%
-220.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.3% |
| 7D | -1.1% | +0.5% | -1.7% | -1.6% |
| 30D | -8.3% | -0.9% | -7.3% | -7.5% |
| 3M | -9.5% | +3.9% | -13.4% | -12.2% |
| 6M | +17.0% | +14.5% | +2.4% | +5.0% |
| YTD | +10.4% | +12.9% | -2.5% | +0.4% |
| 1Y | +32.7% | +19.4% | +13.4% | +16.0% |
| 3Y | +75.2% | +78.5% | -3.2% | +20.6% |
| 5Y | -39.6% | +81.8% | -121.3% | -59.4% |
| All | -45.5% | +174.5% | -220.1% | -63.2% |
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