+37.7%
ISTM vs SPY
+43.4%
-5.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -3.3% | +2.6% | -5.9% | -4.7% |
| 30D | -6.1% | -2.0% | -4.1% | -5.0% |
| 3M | -12.3% | -2.8% | -9.5% | -10.8% |
| 6M | -21.9% | +2.1% | -24.1% | -22.7% |
| YTD | -5.7% | +11.5% | -17.1% | -10.5% |
| 1Y | +8.9% | +13.5% | -4.6% | +2.6% |
| All | +37.7% | +43.4% | -5.7% | +16.5% |
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