-35.8%
STRR vs SPY
+312.9%
-348.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -6.9% | -2.7% | -4.2% | -6.0% |
| 30D | -8.8% | -5.4% | -3.4% | -6.9% |
| 3M | -20.6% | -4.1% | -16.5% | -19.4% |
| 6M | -3.0% | +0.7% | -3.7% | -3.4% |
| YTD | -18.9% | +8.7% | -27.6% | -21.7% |
| 1Y | -11.0% | +10.9% | -21.9% | -14.7% |
| 3Y | -44.6% | +75.0% | -119.6% | -55.7% |
| 5Y | -58.3% | +67.8% | -126.1% | -66.2% |
| All | -35.8% | +312.9% | -348.6% | -60.8% |
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