-99.6%
SRTY vs SPY
+311.3%
-410.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | -0.5% |
| 7D | -4.0% | +0.5% | -4.5% | -2.2% |
| 30D | +7.5% | -0.9% | +8.4% | +4.5% |
| 3M | -10.8% | +3.9% | -14.7% | +3.2% |
| 6M | -41.2% | +14.5% | -55.7% | -1.4% |
| YTD | -45.3% | +12.9% | -58.2% | -10.5% |
| 1Y | -52.4% | +19.4% | -71.8% | -3.1% |
| 3Y | -84.2% | +78.5% | -162.7% | +73.1% |
| 5Y | -85.1% | +81.8% | -166.9% | +198.7% |
| 10Y | -99.6% | +311.5% | -411.1% | +328.5% |
| All | -99.6% | +311.3% | -410.9% | +328.5% |
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