+123.2%
STRA vs SPY
+312.5%
-189.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | +1.0% | -1.4% | +2.4% | +2.1% |
| 3M | +2.2% | +3.7% | -1.5% | -1.2% |
| 6M | +0.9% | +13.0% | -12.1% | -9.2% |
| YTD | +4.1% | +12.4% | -8.3% | -5.8% |
| 1Y | +2.0% | +18.5% | -16.5% | -11.8% |
| 3Y | +15.7% | +77.6% | -61.9% | -29.1% |
| 5Y | +22.0% | +81.7% | -59.7% | -27.7% |
| 10Y | +123.2% | +319.7% | -196.5% | -49.2% |
| All | +123.2% | +312.5% | -189.3% | -49.2% |
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