-3.2%
STRK vs SPY
+30.7%
-34.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.6% |
| 7D | -3.5% | -0.9% | -2.6% | -2.9% |
| 30D | -9.6% | -2.4% | -7.2% | -7.9% |
| 3M | +2.6% | -1.2% | +3.8% | +3.6% |
| 6M | -7.6% | +3.3% | -10.8% | -9.4% |
| YTD | -5.9% | +12.3% | -18.2% | -12.7% |
| 1Y | -11.9% | +12.4% | -24.3% | -18.3% |
| All | -3.2% | +30.7% | -34.0% | -9.5% |
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