+25.7%
STRS vs SPY
+312.5%
-286.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -0.6% |
| 30D | -0.4% | -1.4% | +1.0% | +1.0% |
| 3M | -18.8% | +3.7% | -22.5% | -22.3% |
| 6M | -27.4% | +13.0% | -40.4% | -37.3% |
| YTD | -4.0% | +12.4% | -16.4% | -16.6% |
| 1Y | +22.2% | +18.5% | +3.7% | 0.0% |
| 3Y | -17.9% | +77.6% | -95.5% | -55.5% |
| 5Y | -12.8% | +81.7% | -94.4% | -54.9% |
| 10Y | +25.7% | +319.7% | -293.9% | -65.9% |
| All | +25.7% | +312.5% | -286.8% | -65.9% |
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