+27.6%
STRF vs SPY
+32.5%
-4.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -0.7% | -3.7% | +2.9% | +1.0% |
| 3M | +9.3% | -2.7% | +12.1% | +10.7% |
| 6M | +7.0% | +2.2% | +4.8% | +5.6% |
| YTD | +9.3% | +10.8% | -1.5% | +3.9% |
| 1Y | +3.0% | +11.2% | -8.3% | -2.4% |
| All | +27.6% | +32.5% | -4.9% | +13.3% |
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