+13.6%
ISTM vs SPY
+13.0%
+0.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | -0.8% |
| 7D | -0.8% | -0.9% | +0.1% | 0.0% |
| 30D | -6.4% | -2.4% | -4.0% | -4.0% |
| 3M | -10.4% | -1.2% | -9.2% | -9.3% |
| 6M | -17.8% | +3.3% | -21.0% | -20.6% |
| YTD | -2.4% | +12.3% | -14.7% | -13.2% |
| 1Y | +13.6% | +12.4% | +1.2% | +1.5% |
| All | +13.6% | +13.0% | +0.7% | +1.5% |
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 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