-93.7%
STRO vs SPY
+185.4%
-279.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.1% |
| 7D | +5.7% | -2.7% | +8.4% | +10.3% |
| 30D | -34.4% | -5.4% | -29.0% | -28.6% |
| 3M | -60.2% | -4.1% | -56.1% | -57.6% |
| 6M | -74.5% | +0.7% | -75.2% | -74.6% |
| YTD | -16.9% | +8.7% | -25.5% | -26.4% |
| 1Y | +2.3% | +10.9% | -8.5% | -12.0% |
| 3Y | -64.1% | +75.0% | -139.1% | -83.7% |
| 5Y | -95.9% | +67.8% | -163.7% | -98.0% |
| All | -93.7% | +185.4% | -279.1% | -98.8% |
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