+73.4%
STRW vs SPY
+97.5%
-24.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | +1.4% |
| 7D | -0.9% | +0.1% | -1.0% | -0.8% |
| 30D | -4.2% | -3.3% | -0.9% | -3.0% |
| 3M | -11.5% | -2.4% | -9.1% | -10.7% |
| 6M | -0.9% | +2.6% | -3.5% | -1.9% |
| YTD | -1.8% | +11.2% | -13.0% | -5.6% |
| 1Y | +11.7% | +13.4% | -1.7% | +6.6% |
| 3Y | +107.3% | +79.9% | +27.4% | +85.0% |
| All | +73.4% | +97.5% | -24.1% | +60.9% |
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