-13.6%
SRTS vs SPY
+81.0%
-94.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -4.0% | -0.4% | -3.6% | -3.7% |
| 30D | +1.0% | -1.4% | +2.3% | +2.2% |
| 3M | +15.6% | +3.7% | +11.8% | +11.3% |
| 6M | -28.3% | +13.0% | -41.3% | -36.5% |
| YTD | -21.6% | +12.4% | -34.0% | -30.1% |
| 1Y | -4.6% | +18.5% | -23.1% | -19.1% |
| 3Y | +9.9% | +77.6% | -67.8% | -38.6% |
| 5Y | -13.6% | +81.7% | -95.3% | -52.0% |
| All | -13.6% | +81.0% | -94.6% | -52.0% |
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 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