+69.6%
STRW vs SPY
+93.0%
-23.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -4.5% | -2.7% | -1.8% | -3.5% |
| 30D | -7.4% | -5.4% | -2.0% | -5.5% |
| 3M | -15.0% | -4.1% | -10.9% | -13.7% |
| 6M | -2.5% | +0.7% | -3.2% | -2.8% |
| YTD | -3.9% | +8.7% | -12.6% | -6.8% |
| 1Y | +10.2% | +10.9% | -0.6% | +6.0% |
| 3Y | +101.6% | +75.0% | +26.6% | +81.4% |
| All | +69.6% | +93.0% | -23.4% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling