-93.2%
STRO vs SPY
+194.9%
-288.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -1.1% |
| 7D | +3.2% | -0.9% | +4.1% | +5.0% |
| 30D | -22.7% | -2.4% | -20.4% | -19.5% |
| 3M | -59.0% | -1.2% | -57.9% | -58.2% |
| 6M | -73.9% | +3.3% | -77.2% | -74.9% |
| YTD | -11.3% | +12.3% | -23.6% | -25.0% |
| 1Y | +26.7% | +12.4% | +14.2% | +7.1% |
| 3Y | -50.7% | +78.8% | -129.5% | -78.3% |
| 5Y | -95.0% | +75.2% | -170.1% | -97.7% |
| All | -93.2% | +194.9% | -288.2% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling