-2.5%
STRO vs SPY
+14.6%
-17.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.9% | +2.6% |
| 7D | +7.0% | -0.7% | +7.7% | +7.9% |
| 30D | -34.3% | -1.0% | -33.3% | -33.5% |
| 3M | -61.3% | -0.3% | -60.9% | -61.1% |
| 6M | -74.1% | +7.3% | -81.4% | -75.6% |
| YTD | -14.1% | +13.3% | -27.4% | -24.3% |
| 1Y | -2.5% | +14.8% | -17.3% | -14.9% |
| All | -2.5% | +14.6% | -17.2% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling