-49.3%
SRTS vs SPY
+318.9%
-368.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -4.3% | -2.0% | -2.3% | -2.8% |
| 30D | +0.6% | -1.7% | +2.3% | +1.9% |
| 3M | +10.6% | +4.7% | +5.9% | +6.5% |
| 6M | -26.6% | +12.5% | -39.1% | -33.2% |
| YTD | -21.6% | +11.7% | -33.3% | -28.1% |
| 1Y | -2.5% | +17.5% | -20.0% | -14.0% |
| 3Y | +9.9% | +76.6% | -66.7% | -29.5% |
| 5Y | -12.7% | +82.0% | -94.8% | -45.2% |
| All | -49.3% | +318.9% | -368.2% | -72.3% |
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