+26.7%
STRO vs SPY
+13.0%
+13.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.9% |
| 7D | +3.2% | -0.9% | +4.1% | +4.5% |
| 30D | -22.7% | -2.4% | -20.4% | -20.4% |
| 3M | -59.0% | -1.2% | -57.9% | -58.4% |
| 6M | -73.9% | +3.3% | -77.2% | -74.5% |
| YTD | -11.3% | +12.3% | -23.6% | -21.2% |
| 1Y | +26.7% | +12.4% | +14.2% | +12.3% |
| All | +26.7% | +13.0% | +13.7% | +12.3% |
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