+46.2%
ISTM vs SPY
+20.8%
+25.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +2.4% | +0.1% | +2.4% | +2.3% |
| 3M | -3.2% | +2.0% | -5.2% | -5.1% |
| 6M | -0.5% | +13.0% | -13.5% | -11.8% |
| YTD | +10.0% | +13.5% | -3.5% | -2.7% |
| 1Y | +46.2% | +20.0% | +26.3% | +25.2% |
| All | +46.2% | +20.8% | +25.4% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling