-38.3%
STRR vs SPY
+315.0%
-353.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.1% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -12.7% | -3.3% | -9.4% | -11.6% |
| 3M | -20.3% | -2.4% | -17.8% | -19.6% |
| 6M | -4.8% | +2.6% | -7.3% | -5.8% |
| YTD | -19.9% | +11.2% | -31.2% | -23.3% |
| 1Y | -10.3% | +13.4% | -23.6% | -14.6% |
| 3Y | -41.6% | +79.9% | -121.5% | -53.8% |
| 5Y | -59.5% | +72.2% | -131.7% | -67.5% |
| 10Y | -38.3% | +307.3% | -345.6% | -62.3% |
| All | -38.3% | +315.0% | -353.3% | -62.3% |
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 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