+478.3%
STRT vs SPY
+2,497.1%
-2,018.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.4% | -3.8% |
| 7D | -6.1% | -4.7% | -1.4% | -4.0% |
| 30D | -8.3% | -5.9% | -2.4% | -5.8% |
| 3M | -32.1% | -4.5% | -27.5% | -30.6% |
| 6M | -18.3% | +1.8% | -20.1% | -18.9% |
| YTD | -20.6% | +8.3% | -29.0% | -23.2% |
| 1Y | -9.7% | +9.3% | -19.0% | -13.0% |
| 3Y | +165.6% | +74.9% | +90.8% | +112.8% |
| 5Y | +46.3% | +67.3% | -21.0% | +18.2% |
| 10Y | +92.5% | +311.6% | -219.0% | +12.2% |
| All | +478.3% | +2,497.1% | -2,018.8% | +56.0% |
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