+1.1%
STRA vs SPY
+307.0%
-306.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +4.8% | +2.6% | +2.2% | +2.7% |
| 30D | -32.4% | -2.0% | -30.4% | -30.9% |
| 3M | -32.8% | -2.8% | -30.1% | -31.0% |
| 6M | -29.5% | +2.1% | -31.6% | -30.6% |
| YTD | -30.2% | +11.5% | -41.7% | -36.1% |
| 1Y | -30.1% | +13.5% | -43.5% | -36.9% |
| 3Y | -32.5% | +77.7% | -110.2% | -58.3% |
| 5Y | +3.7% | +72.6% | -68.9% | -34.9% |
| All | +1.1% | +307.0% | -306.0% | -73.9% |
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