+92.3%
STRW vs SPY
+99.6%
-7.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +2.3% | -0.4% | +2.6% | +2.4% |
| 30D | +1.8% | -1.4% | +3.2% | +2.3% |
| 3M | +6.7% | +3.7% | +3.0% | +5.3% |
| 6M | +11.0% | +13.0% | -2.0% | +6.1% |
| YTD | +8.9% | +12.4% | -3.5% | +4.3% |
| 1Y | +24.9% | +18.5% | +6.4% | +17.3% |
| 3Y | +142.0% | +77.6% | +64.3% | +114.0% |
| All | +92.3% | +99.6% | -7.3% | +77.7% |
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