+97.9%
STRT vs SPY
+311.8%
-213.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.1% |
| 7D | -2.9% | -0.9% | -2.0% | -2.2% |
| 30D | -1.7% | -2.4% | +0.7% | +0.1% |
| 3M | -25.4% | -1.2% | -24.2% | -24.7% |
| 6M | -2.9% | +3.3% | -6.2% | -5.3% |
| YTD | -18.2% | +12.3% | -30.5% | -24.9% |
| 1Y | -9.1% | +12.4% | -21.5% | -16.6% |
| 3Y | +165.6% | +78.8% | +86.8% | +79.8% |
| 5Y | +49.1% | +75.2% | -26.1% | +1.2% |
| 10Y | +97.9% | +311.1% | -213.2% | -43.2% |
| All | +97.9% | +311.8% | -213.9% | -43.2% |
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 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