-95.0%
SST vs SPY
+149.6%
-244.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.5% | -0.5% | +31.1% | +31.0% |
| 7D | +76.1% | +0.5% | +75.5% | +75.4% |
| 30D | +199.4% | -0.9% | +200.3% | +201.4% |
| 3M | +62.3% | +3.9% | +58.5% | +57.6% |
| 6M | +62.9% | +14.5% | +48.3% | +45.5% |
| YTD | +27.6% | +12.9% | +14.6% | +15.5% |
| 1Y | -35.3% | +19.4% | -54.7% | -44.1% |
| 3Y | -56.9% | +78.5% | -135.4% | -71.8% |
| 5Y | -94.9% | +81.8% | -176.7% | -96.9% |
| All | -95.0% | +149.6% | -244.6% | -97.1% |
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 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