-95.8%
STRO vs SPY
+66.9%
-162.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.4% | -3.0% | -1.6% |
| 7D | +0.7% | -4.7% | +5.4% | +7.5% |
| 30D | -36.3% | -5.9% | -30.4% | -30.8% |
| 3M | -63.3% | -4.5% | -58.8% | -60.9% |
| 6M | -75.3% | +1.8% | -77.1% | -75.8% |
| YTD | -20.5% | +8.3% | -28.8% | -28.3% |
| 1Y | -6.1% | +9.3% | -15.5% | -16.3% |
| 3Y | -67.7% | +74.9% | -142.6% | -83.3% |
| All | -95.8% | +66.9% | -162.7% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling