+62.6%
ISTM vs SPY
+44.6%
+18.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | +2.4% | -1.4% | +3.8% | +3.2% |
| 3M | +4.3% | +3.7% | +0.6% | +2.2% |
| 6M | -0.8% | +13.0% | -13.8% | -6.7% |
| YTD | +11.4% | +12.4% | -1.0% | +5.1% |
| 1Y | +47.4% | +18.5% | +28.9% | +36.4% |
| All | +62.6% | +44.6% | +18.0% | +36.8% |
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