+72.2%
SRTS vs SPY
+78.7%
-6.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.3% |
| 7D | +10.3% | +3.3% | +7.0% | +7.5% |
| 30D | +11.4% | -2.7% | +14.1% | +14.2% |
| 3M | +2.9% | -1.7% | +4.6% | +4.6% |
| 6M | -4.5% | +3.1% | -7.5% | -6.6% |
| YTD | -19.1% | +11.9% | -31.0% | -26.2% |
| 1Y | -30.0% | +12.0% | -42.0% | -36.1% |
| All | +72.2% | +78.7% | -6.5% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling