+42.4%
ISTM vs SPY
+44.4%
-2.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | -0.2% |
| 7D | -0.8% | -0.9% | +0.1% | -0.4% |
| 30D | -6.4% | -2.4% | -4.0% | -5.1% |
| 3M | -10.4% | -1.2% | -9.2% | -9.8% |
| 6M | -17.8% | +3.3% | -21.0% | -19.1% |
| YTD | -2.4% | +12.3% | -14.7% | -7.8% |
| 1Y | +13.6% | +12.4% | +1.2% | +7.3% |
| All | +42.4% | +44.4% | -2.0% | +20.0% |
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 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