-4.6%
STRD vs SPY
+29.0%
-33.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -0.6% |
| 7D | -3.8% | -0.9% | -2.9% | -3.2% |
| 30D | -6.0% | -2.4% | -3.6% | -4.2% |
| 3M | +4.3% | -1.2% | +5.4% | +5.2% |
| 6M | -3.7% | +3.3% | -7.0% | -6.3% |
| YTD | +0.7% | +12.3% | -11.6% | -8.8% |
| 1Y | +4.7% | +12.4% | -7.7% | -5.5% |
| All | -4.6% | +29.0% | -33.7% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling