-37.6%
STRR vs SPY
+82.0%
-119.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -7.8% | +0.1% | -7.9% | -7.9% |
| 3M | -8.8% | +2.0% | -10.8% | -9.8% |
| 6M | +6.9% | +13.0% | -6.1% | +0.6% |
| YTD | -5.6% | +13.5% | -19.1% | -11.4% |
| 1Y | +7.5% | +20.0% | -12.5% | -1.8% |
| 3Y | -50.9% | +77.2% | -128.1% | -64.0% |
| All | -37.6% | +82.0% | -119.6% | -50.2% |
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