+557.8%
STRS vs SPY
+3,091.8%
-2,534.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -4.9% | +0.1% | -4.9% | -4.9% |
| 3M | -12.0% | +2.0% | -14.0% | -13.8% |
| 6M | -23.2% | +13.0% | -36.2% | -31.1% |
| YTD | -3.0% | +13.5% | -16.6% | -13.3% |
| 1Y | +21.8% | +20.0% | +1.9% | +4.2% |
| 3Y | -15.8% | +77.2% | -93.0% | -46.2% |
| 5Y | -10.7% | +81.9% | -92.6% | -44.9% |
| 10Y | +44.5% | +314.1% | -269.6% | -49.7% |
| All | +557.8% | +3,091.8% | -2,534.0% | +2.1% |
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