-69.1%
SST vs SPY
+14.6%
-83.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | +0.2% |
| 7D | -2.8% | -0.7% | -2.1% | -3.2% |
| 30D | -23.5% | -1.0% | -22.4% | -23.9% |
| 3M | -12.4% | -0.3% | -12.1% | -13.0% |
| 6M | -52.6% | +7.3% | -59.9% | -47.0% |
| YTD | -55.1% | +13.3% | -68.4% | -28.9% |
| 1Y | -69.1% | +14.8% | -83.9% | -52.2% |
| All | -69.1% | +14.6% | -83.7% | -52.2% |
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