-74.9%
STRR vs SPY
+1,256.6%
-1,331.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.4% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -7.8% | +0.1% | -7.9% | -8.0% |
| 3M | -8.8% | +2.0% | -10.8% | -11.3% |
| 6M | +6.9% | +13.0% | -6.1% | -7.2% |
| YTD | -5.6% | +13.5% | -19.1% | -18.5% |
| 1Y | +7.5% | +20.0% | -12.5% | -12.7% |
| 3Y | -50.9% | +77.2% | -128.1% | -75.2% |
| 5Y | -36.0% | +81.9% | -117.9% | -69.8% |
| 10Y | -37.2% | +314.1% | -351.2% | -91.8% |
| All | -74.9% | +1,256.6% | -1,331.4% | -99.2% |
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 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