+98.9%
STRT vs SPY
+312.9%
-214.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | -1.2% | -2.7% | +1.5% | +0.9% |
| 30D | -4.5% | -5.4% | +0.9% | -0.4% |
| 3M | -28.6% | -4.1% | -24.5% | -26.3% |
| 6M | -18.3% | +0.7% | -19.0% | -18.9% |
| YTD | -18.6% | +8.7% | -27.3% | -23.4% |
| 1Y | -8.6% | +10.9% | -19.5% | -15.2% |
| 3Y | +172.0% | +75.0% | +97.0% | +87.5% |
| 5Y | +50.0% | +67.8% | -17.8% | +5.2% |
| All | +98.9% | +312.9% | -214.0% | -34.6% |
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