-86.8%
STRO vs SPY
+198.2%
-285.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.7% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | -20.0% | +0.1% | -20.1% | -20.2% |
| 3M | -30.0% | +2.0% | -32.0% | -31.7% |
| 6M | -5.8% | +13.0% | -18.8% | -21.3% |
| YTD | +73.5% | +13.5% | +59.9% | +43.6% |
| 1Y | +96.8% | +20.0% | +76.8% | +50.9% |
| 3Y | -55.4% | +77.2% | -132.6% | -80.1% |
| 5Y | -90.8% | +81.9% | -172.6% | -96.0% |
| All | -86.8% | +198.2% | -285.0% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling