+25.0%
STRF vs SPY
+33.3%
-8.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -2.8% | +2.6% | -5.4% | -3.9% |
| 30D | -2.9% | -2.0% | -0.9% | -2.0% |
| 3M | +6.8% | -2.8% | +9.6% | +8.1% |
| 6M | +5.2% | +2.1% | +3.1% | +3.9% |
| YTD | +7.1% | +11.5% | -4.4% | +1.5% |
| 1Y | +5.9% | +13.5% | -7.5% | -0.3% |
| All | +25.0% | +33.3% | -8.3% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling