+1,095.1%
STRA vs SPY
+1,886.2%
-791.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -26.3% | -0.6% | -25.7% | -25.6% |
| 30D | -33.7% | -3.7% | -30.1% | -31.8% |
| 3M | -32.5% | -2.7% | -29.7% | -30.9% |
| 6M | -30.9% | +2.2% | -33.1% | -31.8% |
| YTD | -30.4% | +10.8% | -41.2% | -34.8% |
| 1Y | -28.3% | +11.2% | -39.5% | -33.0% |
| 3Y | -32.4% | +76.5% | -108.9% | -53.2% |
| 5Y | +4.2% | +72.9% | -68.8% | -27.6% |
| 10Y | +0.8% | +304.8% | -304.0% | -57.9% |
| All | +1,095.1% | +1,886.2% | -791.1% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling