+17.6%
STRC vs SPY
+22.5%
-4.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +5.0% | +0.1% | +4.9% | +4.9% |
| 3M | +6.4% | +2.0% | +4.4% | +4.6% |
| 6M | +4.4% | +13.0% | -8.6% | -0.7% |
| YTD | +7.7% | +13.5% | -5.8% | +2.1% |
| 1Y | +13.1% | +20.0% | -6.8% | +4.2% |
| All | +17.6% | +22.5% | -4.8% | +6.9% |
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 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