+25.6%
STRO vs SPY
+11.9%
+13.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.7% |
| 7D | +6.9% | -0.6% | +7.5% | +8.1% |
| 30D | -28.7% | -3.7% | -25.1% | -25.2% |
| 3M | -60.2% | -2.7% | -57.4% | -58.7% |
| 6M | -74.7% | +2.2% | -76.9% | -75.0% |
| YTD | -12.1% | +10.8% | -22.9% | -20.5% |
| 1Y | +25.6% | +11.2% | +14.3% | +13.2% |
| All | +25.6% | +11.9% | +13.6% | +13.2% |
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