+1.3%
STRD vs SPY
+29.7%
-28.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.1% |
| 7D | +3.7% | +0.5% | +3.1% | +3.3% |
| 30D | +14.4% | -0.9% | +15.4% | +15.3% |
| 3M | +14.0% | +3.9% | +10.1% | +10.5% |
| 6M | +2.5% | +14.5% | -12.0% | -8.7% |
| YTD | +6.9% | +12.9% | -6.0% | -3.5% |
| 1Y | +8.7% | +19.4% | -10.7% | -6.2% |
| All | +1.3% | +29.7% | -28.4% | -18.9% |
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