+61.0%
ISTM vs SPY
+45.2%
+15.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.5% |
| 7D | +2.7% | +0.5% | +2.2% | +2.4% |
| 30D | +2.5% | -0.9% | +3.4% | +3.0% |
| 3M | +1.5% | +3.9% | -2.4% | -0.6% |
| 6M | -0.8% | +14.5% | -15.3% | -7.3% |
| YTD | +10.3% | +12.9% | -2.6% | +3.8% |
| 1Y | +45.7% | +19.4% | +26.4% | +34.3% |
| All | +61.0% | +45.2% | +15.8% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling