-28.9%
STRA vs SPY
+11.8%
-40.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | -5.8% | +3.3% | -9.1% | -7.5% |
| 30D | -32.7% | -2.7% | -30.1% | -31.9% |
| 3M | -30.7% | -1.7% | -28.9% | -29.7% |
| 6M | -28.8% | +3.1% | -31.9% | -28.1% |
| YTD | -29.8% | +11.9% | -41.7% | -31.4% |
| 1Y | -28.9% | +12.0% | -40.9% | -30.5% |
| All | -28.9% | +11.8% | -40.7% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling