+625.8%
STRT vs SPY
+2,622.1%
-1,996.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -14.7% | +0.1% | -14.8% | -14.8% |
| 3M | -4.9% | +2.0% | -6.8% | -5.8% |
| 6M | -11.0% | +13.0% | -24.0% | -15.7% |
| YTD | -0.4% | +13.5% | -13.9% | -5.7% |
| 1Y | +11.2% | +20.0% | -8.7% | +2.9% |
| 3Y | +225.5% | +77.2% | +148.3% | +158.5% |
| 5Y | +98.5% | +81.9% | +16.6% | +54.6% |
| 10Y | +95.1% | +314.1% | -218.9% | +12.8% |
| All | +625.8% | +2,622.1% | -1,996.3% | +91.6% |
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 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