+101.4%
STRO vs SPY
+21.3%
+80.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.9% |
| 7D | -3.6% | +0.3% | -3.9% | -3.9% |
| 30D | -20.0% | +0.2% | -20.2% | -20.3% |
| 3M | -24.4% | +2.8% | -27.2% | -26.7% |
| 6M | +4.3% | +14.3% | -10.0% | -10.0% |
| YTD | +77.5% | +14.0% | +63.5% | +51.6% |
| All | +101.4% | +21.3% | +80.1% | +41.7% |
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 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